Dynamic Asset Allocation: Identifying Regime Shifts in Financial Time Series to Build Robust Portfolios.

  • Nystrup, Peter (PhD Student)
  • Madsen, Henrik (Main Supervisor)
  • Hansen, Bo William (Supervisor)
  • Larsen, Henrik Olejasz (Supervisor)
  • Lindstrøm, Karl Joakim Erik Ludvig (Supervisor)
  • Pinson, Pierre (Examiner)
  • Pedersen, Lasse Heje (Examiner)
  • Dahlquist, Magnus (Examiner)

    Project Details

    StatusFinished
    Effective start/end date15/11/2014 → 13/03/2018
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    Research Output

    • 1 Ph.D. thesis

    Dynamic Asset Allocation - Identifying Regime Shifts in Financial Time Series to Build Robust Portfolios

    Nystrup, P., 2018, DTU Compute. 317 p. (DTU Compute PHD-2017, Vol. 465).

    Research output: Book/Report › Ph.D. thesis › Research

    Open Access
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