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

Literals

• bibo:volume
  • 10
• bibo:doi
  • 10.3390/math10081296
• dcterms:creator
  • De la Torre-Torres O.V.
• dcterms:contributor
  • De la Torre-Torres O.V.; Galeana-Figueroa E.; Del Rio-Rama M.L.C.; Alvarez-Garcia J.
• ou:eid
  • 2-s2.0-85129174004
• bibo:eissn
  • 2227-7390
• fabio:hasPublicationYear
  • 2022
• vivo:identifier
  • 2022-614
• dcterms:publisher
  • Mathematics
• ou:tipoPublicacion
  • Article
• dcterms:title
  • Using Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1)
• vcard:url
  • https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85129174004&origin=inward
• ou:urlOrcid
  • https://www.mdpi.com/2227-7390/10/8/1296
• ou:urlScopus
  • https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85129174004&origin=inward

Typed Literals

• dcterms:created
  • 2022-04-01T00:00:00 (xsd:dateTime)
• ou:openaccess
  • True (xsd:boolean)
• ou:vecesCitado
  • 6 (xsd:integer)

Relations

• ou:publicadaEnRevista
  • Mathematics

Inverse Relations

• Has related: ou:tienePublicacion
  • JOSÉ ÁLVAREZ GARCÍA