๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Investment time horizon and asset allocation models

โœ Scribed by Gregory Lenoir; Nils S. Tuchschmid

Publisher
Springer US
Year
2001
Tongue
English
Weight
136 KB
Volume
15
Category
Article
ISSN
1555-4961

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

An examination of HMM-based investment s
An examination of HMM-based investment strategies for asset allocation
โœ Christina Erlwein; Rogemar Mamon; Matt Davison ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 344 KB

We develop and analyse investment strategies relying on hidden Markov model approaches. In particular, we use filtering techniques to aid an investor in his decision to allocate all of his investment fund to either growth or value stocks at a given time. As this allows the investor to switch between