Optimal Allocation of a Futures Portfolio Utilizing Numerical Market Phase Detection (Q3055871)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Allocation of a Futures Portfolio Utilizing Numerical Market Phase Detection |
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Optimal Allocation of a Futures Portfolio Utilizing Numerical Market Phase Detection (English)
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10 November 2010
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economic time series analysis
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portfolio optimization
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investment
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regression
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market phases
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clustering
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