Optimal stock portfolio selection with a multivariate hidden Markov model (Q6108886)
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scientific article; zbMATH DE number 7705113
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stock portfolio selection with a multivariate hidden Markov model |
scientific article; zbMATH DE number 7705113 |
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Optimal stock portfolio selection with a multivariate hidden Markov model (English)
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30 June 2023
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linked hidden Markov model
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multivariate Markov chain
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stochastic simulations
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portfolio allocation
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Gaussian copula
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