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Hidden Markov Model for Portfolio Management with Mortgage-Backed Securities Exchange-Traded Fund
Hidden ... to make mortgage investments more feasible for individual investors. 30 Copyright © 2017 ... known to investors since the 1980s. However, individual investors had limited access to MBS until the ...- Authors: Society of Actuaries, Nguyet (moon) Nguyen
- Date: Apr 2017
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Portfolio management - Finance & Investments