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

Social Sciences

• Change 66%
• Markets 66%
• Investors 66%
• Time-Varying Parameter 66%
• Control 33%
• Time 33%
• Hidden Markov Models 33%
• Probability 16%
• Optimization 16%
• Transition 16%
• Theses 16%
• Persistence 16%
• Statistical Inference 16%
• Problem 16%
• Loss 16%
• Parameter 16%
• Understanding 16%
• Investment 16%
• Strategy 16%
• Resource Allocation 16%
• Universe 16%

Economics, Econometrics and Finance

• Portfolio Selection 100%
• Market 66%
• Information 33%
• Volatility 33%
• Regime Switching 33%
• Time Series 16%
• Capital Market Returns 16%
• Allocation 16%
• Order 16%
• Investment 16%
• Loss 16%
• Return 16%