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This paper presents an innovative new approach to investment portfolio design, which applies a discrete, state-based methodology to defining market states and making asset allocation decisions with respect to both current and future state membership. State membership is based on attributes taken...
Persistent link: https://www.econbiz.de/10014001596
This paper presents an innovative new approach to investment portfolio design, which applies a discrete, state-based methodology to defining market states and making asset allocation decisions with respect to both current and future state membership. State membership is based on attributes taken...
Persistent link: https://www.econbiz.de/10013179708