Strategic asset allocation with switching dependence (Q470426)
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scientific article; zbMATH DE number 6368783
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strategic asset allocation with switching dependence |
scientific article; zbMATH DE number 6368783 |
Statements
Strategic asset allocation with switching dependence (English)
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12 November 2014
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copula
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switching regime
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0.9121327
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0.8924439
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0.8918594
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0.88936055
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0.88819873
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0.8775895
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0.87668043
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