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  • 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 ...

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    • Authors: Society of Actuaries
    • Date: Apr 2017
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments>Portfolio management - Finance & Investments
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