PUBLICACIÓN
Using Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1)
De la Torre-Torres O.V., Galeana-Figueroa E., Del Rio-Rama M.L.C., Alvarez-Garcia J.
2022 Mathematics
Computer Science (miscellaneous) (Q2), Engineering (miscellaneous) (Q2), Mathematics (miscellaneous) (Q2)
JCR: 2.4
SJR: 0.446
CITAS
5
DOI
10.3390/math10081296
EID
2-s2.0-85129174004
EISSN
2227-7390
AUTORES DE LA UEX