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
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen
ISBN:	9783957299376