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Journal: Mathematics, 2022
Volume: 10
Number: 1296
Article:
Using Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1)
Authors:
by
Oscar V. De la Torre-Torres, Evaristo Galeana-Figueroa, María de la Cruz Del Río-Rama and José Álvarez-García
Link:
https://www.mdpi.com/2227-7390/10/8/1296
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