"A Higher-Order Hidden Markov Chain-Modulated Model for Asset Allocation."

Xiaojing Xi, Rogemar S. Mamon, Matt Davison (2014)

> Home

Details and statistics

DOI: 10.1007/S10852-012-9214-4

access: closed

type: Journal Article

metadata version: 2021-05-07

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jmma/XiMD14
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jmma/XiMD14
Xiaojing Xi, Rogemar S. Mamon, Matt Davison:
A Higher-Order Hidden Markov Chain-Modulated Model for Asset Allocation. J. Math. Model. Algorithms Oper. Res. 13(1): 59-85 (2014)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.