Fraunhofer-Gesellschaft

Publica

Hier finden Sie wissenschaftliche Publikationen aus den Fraunhofer-Instituten.
2020Filter-based portfolio strategies in an HMM setting with varying correlation parametrizations
Erlwein-Sayer, Christina; Grimm, Stefanie; Ruckdeschel, Peter; Sass, Jörn; Sayer, Tilman
Journal Article
2016Portfolio strategies and estimation in a hidden Markov model using state dependent, state independent or no correlation
Erlwein-Sayer, Christina; Grimm, Stefanie; Ruckdeschel, Peter; Sass, Jörn; Sayer, Tilman
Journal Article