Dynamic Asset Allocation under Regime Switching, Predictability and Parameter Uncertainty
Year of publication: |
2013
|
---|---|
Authors: | Vo, Huy Thanh |
Other Persons: | Maurer, Raimond (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (39 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 25, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2165029 [DOI] |
Classification: | G11 - Portfolio Choice ; G17 - Financial Forecasting ; C11 - Bayesian Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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