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Asset allocation of Australian superannuation funds: a markov regime switching approach.

Emawtee Bissoondoyal-BheenickRobert BrooksHung Xuan Do
Published in: Ann. Oper. Res. (2023)
Keyphrases
  • asset allocation
  • portfolio management
  • stock market
  • markov chain
  • optimal portfolio
  • quadratic optimization
  • financial data
  • portfolio selection
  • artificial intelligence
  • evolutionary algorithm