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Asset allocation with recursive parameter updating and macroeconomic regime identifiers

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Bibliographic Details
Authors and Corporations: Goodarzi, Milad (Author), Meinerding, Christoph (Author)
Other Authors: Meinerding, Christoph 1982- [Author]
Edition: December 12, 2022
Type of Resource: E-Book
Language: English
published:
Frankfurt am Main Deutsche Bundesbank [2023]
Series: Deutsche Bundesbank: Discussion paper ; no 2023, 06
Subjects:
Regime switching models
asset allocation
macro-based portfolio strategies
parameter updating
Graue Literatur
Regime switching models
asset allocation
macro-based portfolio strategies
parameter updating
Source: Verbunddaten SWB
Lizenzfreie Online-Ressourcen
ISBN: 9783957299376
3957299373
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