An examination of HMM-based investment strategies for asset allocation
Version of Record online: 1 DEC 2009
Copyright © 2009 John Wiley & Sons, Ltd.
Applied Stochastic Models in Business and Industry
Volume 27, Issue 3, pages 204–221, May/June 2011
How to Cite
Erlwein, C., Mamon, R. and Davison, M. (2011), An examination of HMM-based investment strategies for asset allocation. Appl. Stochastic Models Bus. Ind., 27: 204–221. doi: 10.1002/asmb.820
- Issue online: 1 DEC 2009
- Version of Record online: 1 DEC 2009
- Manuscript Accepted: 7 OCT 2009
- Manuscript Revised: 2 OCT 2009
- Manuscript Received: 22 SEP 2008
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