PUBLICACIÓN

Using Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1)

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ACCEDER A LA PUBLICACIÓN: Scopus Orcid

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