Asset Allocation with Clustered EF Coefficients
A new asset allocation model using a Markov process has been proposed to characterize market states and optimize portfolios.
Featured in No. 23 on 25 Oct 2023 ·
- Released
- 1 May 2023
- First featured
- No. 23 · 25 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4609682
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).