A state space modeling for proactive management in equity investment
Akihiko Takahashi, Soichiro Takahashi
| Year of publication: |
2022
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|---|---|
| Authors: | Takahashi, Akihiko ; Takahashi, Soichiro |
| Published in: |
International journal of financial engineering. - Singapore [u.a.] : World Scientific, ISSN 2424-7944, ZDB-ID 2832512-6. - Vol. 9.2022, 4, Art.-No. 2250025, p. 1-29
|
| Subject: | fuzzy system | proactive risk management | State-space model | technical analysis | trend following | yield curve | Zustandsraummodell | State space model | Risikomanagement | Risk management | Finanzanalyse | Financial analysis | Fuzzy-Set-Theorie | Fuzzy sets | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Portfolio-Management | Portfolio selection |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786322500256 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014234372