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Using Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1)

De la Torre-Torres, O.; Galeana-Figueroa, E.; Del Río-Rama, M.C.; Alvarez-Garcia, J.

Using Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1)

Derechos reservados Dr. Oscar V. De la Torre Torres 2025.

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