A multi-asset allocation study based on a time-varying hidden Markov regime-switching model

Ti ZHOU, Jiaqi HU, Zhongfei LI

Systems Engineering - Theory & Practice ›› 2025, Vol. 45 ›› Issue (10) : 3223-3244.

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Systems Engineering - Theory & Practice ›› 2025, Vol. 45 ›› Issue (10) : 3223-3244. DOI: 10.12011/SETP2024-0108

A multi-asset allocation study based on a time-varying hidden Markov regime-switching model

  • Ti ZHOU1,2(), Jiaqi HU3(), Zhongfei LI2,*()
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2025, 45(10): 3223-3244 https://doi.org/10.12011/SETP2024-0108

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