量化前沿速递：FOF及资配[20240619]

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机器翻译，仅供参考！可使用微信自带翻译功能自行翻译 更多文献获取请关注公众号：量化前沿速递 获取 文献链接/翻译/pdf 请加入知识星球“ 量化前沿速递 ” 文献汇总 [1] Dynamic Asset Allocation with Asset Specific Regime Forecasts 具有特定资产制度预测的动态资产配置 来源:ARXIV_20240617 [1] Dynamic Asset Allocation with Asset Specific Regime Forecasts 标题:具有特定资产制度预测的动态资产配置 作者:Yizhan Shu, Chenyu Yu, John M. Mulvey 来源:ARXIV_20240617 Abstract : This article introduces a novel hybrid regime identification forecasting framework designed to enhance multi asset portfolio construction by integrating asset specific regime forecasts. Unlike traditional approaches that focus on broad economic regimes affecting the entire asset universe, our framework leverages both unsunpervised and supervised learning to generate tailored regime forecasts for individual assets. Initially, we ………………………………