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~accessRights:"restricted"
~subject:"Dynamische Optimierung"
~subject:"Portfolio selection"
~subject:"Theorie"
~subject:"Theory"
~subject:"Volatilität"
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31
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27
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Ben-Assuli, Ofir
2
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Augmenting Markov cohort analysis to compute (co)variances : implications for strength of cost-effectiveness
Hazen, Gordon B.
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
6
,
pp. 3170-3180
Persistent link: https://www.econbiz.de/10014326736
Saved in:
12
Exploring the predictability of cryptocurrencies via Bayesian hidden
Markov
models
Koki, Constandina
;
Leonardos, Stefanos
;
Piliouras, Georgios
- In:
Research in international business and finance
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013410834
Saved in:
13
Profiling readmissions using Hidden Markov Model : the case of Congestive Heart Failure
Ben-Assuli, Ofir
;
Heart, Tsipi
;
Vest, Joshua R.
; …
- In:
Information systems management
38
(
2021
)
3
,
pp. 237-249
Persistent link: https://www.econbiz.de/10012650477
Saved in:
14
Profiling readmissions using hidden Markov model : the case of congestive heart failure
Ben-Assuli, Ofir
;
Heart, Tsipi
;
Vest, Joshua R.
; …
- In:
Information systems management
38
(
2021
)
3
,
pp. 237-249
Persistent link: https://www.econbiz.de/10012584465
Saved in:
15
Active and passive portfolio management with latent factors
Al-Aradi, Ali
;
Jaimungal, S.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1437-1459
Persistent link: https://www.econbiz.de/10012624145
Saved in:
16
Predicting resilience in retailing using grey theory and moving probability based
Markov
models
Rajesh, R.
;
Agariya, Arun Kumar
;
Rajendran, Chandrasekharan
- In:
Journal of retailing and consumer services
62
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012648823
Saved in:
17
Option pricing in regime-switching frameworks with the Extended Girsanov Principle
Godin, Frédéric
;
Trottier, Denis-Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 116-129
Persistent link: https://www.econbiz.de/10012649213
Saved in:
18
Mexican peso-USD exchange rate : a switching linear dynamical model application
Saldaña-Zepeda, Dayna P.
;
Velasco-Cruz, Ciro
; …
- In:
International economics : a journal published by CEPII …
162
(
2020
),
pp. 80-91
Persistent link: https://www.econbiz.de/10012795655
Saved in:
19
Smart indexing under regime-switching economic states
Edirisinghe, Chanaka
;
Zhao, Yonggan
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 422-456
Persistent link: https://www.econbiz.de/10012501624
Saved in:
20
Option pricing under regime-switching models : novel approaches removing path-dependence
Godin, Frédéric
;
Lai, Van Son
;
Trottier, Denis-Alexandre
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 130-142
Persistent link: https://www.econbiz.de/10012058933
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