Pages that link to "Item:Q3393971"
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The following pages link to EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (Q3393971):
Displaying 19 items.
- Robust optimal R&D investment under technical uncertainty in a regime-switching environment (Q5085234) (← links)
- Equilibrium strategies for time-inconsistent stochastic switching systems (Q5107969) (← links)
- Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching (Q5145602) (← links)
- OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS (Q5164391) (← links)
- Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions (Q5234665) (← links)
- A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050) (← links)
- RISK SEEKING, NONCONVEX REMUNERATION AND REGIME SWITCHING (Q5249751) (← links)
- Dynamic programming for an investmentćonsumption problem in illiquid markets with regime-switching (Q5265538) (← links)
- Optimal consumption and portfolio under inflation and Markovian switching (Q5411905) (← links)
- DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING (Q5416702) (← links)
- Optimal investment-consumption-insurance strategy in a continuous-time self-exciting threshold model (Q5866092) (← links)
- Optimal stopping and impulse control in the presence of an anticipated regime switch (Q6080761) (← links)
- Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach (Q6107682) (← links)
- Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching (Q6156998) (← links)
- Duality in optimal consumption-investment problems with alternative data (Q6565559) (← links)
- Optimal R\&D investment problem with regime-switching (Q6608758) (← links)
- Optimal life insurance and annuity demand with jump diffusion and regime switching (Q6637766) (← links)
- Optimal investment and reinsurance strategies for an insurer with regime-switching (Q6655907) (← links)
- Optimal consumption-investment with constraints in a regime switching market with random coefficients (Q6657501) (← links)