Portfolios Optimization Under Regime Switching Model: Evidences in the American Bonds and Other Financial Assets
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Publication:5015951
DOI10.1007/978-3-030-49728-6_25zbMath1479.91367OpenAlexW3047152008MaRDI QIDQ5015951
Pongsutti Phuensan, Payap Tarkhamtham, Bing Yang, Kongliang Zhu
Publication date: 10 December 2021
Published in: Studies in Computational Intelligence (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-49728-6_25
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)
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