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. (PhD Student), Madsen, H. (Main Supervisor), Hansen, B. W. (Supervisor), Larsen, H. O. (Supervisor), Pinson, P. (Examiner), Pedersen, L. H. (Examiner), Dahlquist, M. (Examiner) & Lindstrøm, K. J. E. L. (Supervisor)
Industrial PhD
15/11/2014 → 13/03/2018
Project: PhD