Filter‐based portfolio strategies in an HMM setting with varying correlation parametrizations
| Year of publication: |
2019
|
|---|---|
| Authors: | Erlwein‐Sayer, Christina ; Grimm, Stefanie ; Ruckdeschel, Peter ; Sass, Jörn ; Sayer, Tilman |
| Published in: |
Applied Stochastic Models in Business and Industry. - Wiley, ISSN 1526-4025, ZDB-ID 2002340-6. - Vol. 36.2019, 3 (21.11.), p. 307-334
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/asmb.2491 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012272501