Essays about: "reversible jump"
Found 1 essay containing the words reversible jump.
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1. Break Point Detection for Strategic Asset Allocation
University essay from KTH/Matematisk statistikAbstract : This paper focuses on how to improve strategic asset allocation in practice. Strategic asset allocation is perhaps the most fundamental issue in portfolio management and it has been thoroughly discussed in previous research. We take our starting point in the traditional work of Markowitz within portfolio optimization. READ MORE
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