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Mamon, Rogemar
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An examination of HMM-based investment strategies for asset allocation
Erlwein C., Mamon R., Davison M. Applied Stochastic Models in Business and Industry 27(3): 204-221, 2011. Type: Article
Many researchers propose investment strategies to aid investors in buying either growth or value stocks. The authors of this paper have developed two investment strategies--switching investment strategy (SIS) and mixed investm...
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Sep 26 2011
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