Filter-based portfolio strategies in an HMM setting with varying correlation parametrizations
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Publication:6576843
DOI10.1002/asmb.2491MaRDI QIDQ6576843
Christina Erlwein-Sayer, Tilman Sayer, Jörn Sass, Stefanie Grimm, Peter Ruckdeschel
Publication date: 23 July 2024
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
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