Announcement: SOA congratulates the new ASAs and CERAs for April 2024.

Announcement: SOA releases March 2024 FAM, FAML, and FAMS Exams passing candidate numbers.

1 - 1 of 1 results (0.5 seconds)
Sort By:
  • Hidden Markov Model for Portfolio Management with Mortgage-Backed Securities Exchange-Traded Fund
    Hidden Markov Model for Portfolio Management with Mortgage-Backed Securities Exchange-Traded Fund A research report providing a primer on the mechanics and uses of the Hidden Markov Model for ...

    View Description

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