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

Peter Nystrup

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

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Dynamic Asset Allocation: Identifying Regime Shifts in Financial Time Series to Build Robust Portfolios.
Nystrup, P., Madsen, H., Hansen, B. W., Larsen, H. O., Pinson, P., Pedersen, L. H., Dahlquist, M. & Lindstrøm, K. J. E. L.
Industrial PhD
15/11/2014 → 13/03/2018
Project: PhD