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)

1 Ph.D. thesis

1 results

2018
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

Open Access
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