Are financial market states recurrent and persistent?
Year of publication: |
2019
|
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Authors: | Burkett, Matthew W. ; Scherer, William T. ; Todd, Andrew |
Published in: |
Cogent Economics & Finance. - Abingdon : Taylor & Francis, ISSN 2332-2039. - Vol. 7.2019, 1, p. 1-21
|
Publisher: |
Abingdon : Taylor & Francis |
Subject: | portfolio design | regimes | discrete states | clusters | modern portfolio theory | Markov | states |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1080/23322039.2019.1622171 [DOI] 1668681498 [GVK] hdl:10419/245242 [Handle] RePEc:taf:oaefxx:v:7:y:2019:i:1:p:1622171 [RePEc] |
Source: |
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Are financial market states recurrent and persistent?
Burkett, Matthew W., (2019)
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Portfolio design and management through state-based analytics: A probabilistic approach
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Are financial market states recurrent and persistent?
Burkett, Matthew W., (2019)
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Portfolio design and management through state-based analytics : a probabilistic approach
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