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  • Hidden Markov Model for Portfolio Management with Mortgage-Backed Securities Exchange-Traded Fund
    crises for decades. Bonnie (1998) investigated the dynamic impact of macroeconomic aggregates on housing prices ... Statistics 37 (6): 1554-1563. Bonnie, B. 1998. "The Dynamic Impact of Macroeconomic Aggregates on Housing Prices ...

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    • Authors: Society of Actuaries, Nguyet (moon) Nguyen
    • Date: Apr 2017
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments>Portfolio management - Finance & Investments