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Filter-based portfolio strategies in an HMM setting with varying correlation parametrizations

Bibliographic Details
Published in: SSRN eLibrary (2016) (Dez.), insges. 31 S.
Authors and Corporations: Erlwein-Sayer, Christina (Author), Grimm, Stefanie (Author), Ruckdeschel, Peter (Author), Sass, Jörn (Author), Sayer, Tilman (Author)
Title: Filter-based portfolio strategies in an HMM setting with varying correlation parametrizations/ Christina Erlwein-Sayer, Stefanie Grimm, Peter Ruckdeschel, Jörn Sass, Tilman Sayer
Type of Resource: E-Book Component Part
Language: English
published:
[S.l.] SSRN [2017]
Series: : SSRN eLibrary, (2016) (Dez.), insges. 31 S.
, year:2016
Source: Verbunddaten SWB
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