An application of hidden Markov models to asset allocation problems
Robert J. Elliott ; John van der Hoek
| Year of publication: |
1997
|
|---|---|
| Authors: | Elliott, Robert J. |
| Other Persons: | Hoek, John van der (contributor) |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 1.1997, 3, p. 229-238
|
| Subject: | Portfolio-Management | Portfolio selection | Mathematik | Mathematics | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001224221