Pages that link to "Item:Q1713195"

The following pages link to Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195):

Displaying 19 items.

• Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
• Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow (Q414601) (← links)
• Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching (Q781061) (← links)
• Mean-variance portfolio selection with regime switching under shorting prohibition (Q1755841) (← links)
• Portfolio selection with jumps under regime switching (Q1958452) (← links)
• Continuous-time mean-variance portfolio selection with regime-switching financial market: time-consistent solution (Q2022311) (← links)
• Equilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints (Q2132264) (← links)
• Mean-variance asset-liability management problem under non-Markovian regime-switching models (Q2187333) (← links)
• Exact and approximate solutions for the fractional Schrödinger equation with variable coefficients (Q2203675) (← links)
• Mean-variance asset-liability management in a non-Markovian regime-switching jump-diffusion market with random horizon (Q2238961) (← links)
• Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework (Q2306404) (← links)
• Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262) (← links)
• Recursive risk measures under regime switching applied to portfolio selection (Q4555153) (← links)
• Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions (Q5234665) (← links)
• Optimal mean-variance reinsurance and investment strategy with constraints in a non-Markovian regime-switching model (Q5880052) (← links)
• Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon (Q6076813) (← links)
• Mean-variance portfolio selection under no-shorting rules: a BSDE approach (Q6174059) (← links)
• Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model (Q6588549) (← links)
• Alpha-robust mean-variance reinsurance and investment strategies with transaction costs (Q6653506) (← links)