Selección óptima de portafolios basada en cadenas de Markov de primer y segundo orden
Year of publication: |
2020
|
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Authors: | Gómez R., Juan Manuel ; Jiménez, José Alfredo |
Published in: |
Lecturas de economía. - Medellín : [Verlag nicht ermittelbar], ISSN 0120-2596, ZDB-ID 875951-0. - Vol. 92.2020, p. 33-66
|
Subject: | portfolio selection | Markov chain | principal component analysis | risk aversion | stock index |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | Spanish |
Notes: | Zusammenfassungen in englischer und französischer Sprache |
Other identifiers: | 10.17533/udea.le.n92a02 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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