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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)
Overview
Research output
(1)
Project Details
Status
Finished
Effective start/end date
15/11/2014
→
13/03/2018
View all
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Research output
Research output per year
2018
2018
1
Ph.D. thesis
Research output per year
Research output per year
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
File
Dynamic Asset Allocation
Regime Shift
Financial Time Series
Time-varying Parameters
Rebalancing
3132
Downloads (Pure)