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)
Pinson, Pierre (Examiner)
Pedersen, Lasse Heje (Examiner)
Dahlquist, Magnus (Examiner)
Lindstrøm, Karl Joakim Erik Ludvig (Supervisor)

Project Details

Status	Finished
Effective start/end date	15/11/2014 → 13/03/2018

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

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