Identification of Investment Strategies for Portfolio Selection Utilizing the Markov Switching Model and Optimization Model of Portfolio Selection with Conditional Value-at-Risk
Použitie údajov o finančných aktívach na vytvorenie portfólia. Markovov model prepínania režimov. Identifikácia trhu pomocou Markovovho modelu prepínania režimov. Odporúčania pre investovanie na základe modelu výberu portfólia pre rôzne trhové režimy. Alternatívne spôsoby investovania a investičné m...
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| Format: | Book Chapter |
| Language: | English |
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