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isPartOf:"The journal of asset management"
~isPartOf:"Quantitative finance"
~person:"Lindström, Erik"
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Lindström, Erik
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The journal of asset management
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Dynamic portfolio optimization across hidden market regimes
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 83-95
Persistent link: https://www.econbiz.de/10011905831
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Detecting change points in VIX and S&P 500 : a new approach to dynamic asset allocation
Nystrup, Peter
;
Hansen, Bo William
;
Madsen, Henrik
; …
- In:
The journal of asset management
17
(
2016
)
5
,
pp. 361-374
Persistent link: https://www.econbiz.de/10011634685
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