Pages that link to "Item:Q1727501"
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The following pages link to Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501):
Displaying 11 items.
- Optimal portfolio of corporate investment and consumption problem under market closure: inflation case (Q474015) (← links)
- Optimal control of Markovian switching systems with applications to portfolio decisions under inflation (Q902339) (← links)
- Multiperiod Telser's safety-first portfolio selection with regime switching (Q1726995) (← links)
- Long term optimal investment with regime switching: inflation, information and short sales (Q2151682) (← links)
- Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk (Q2155561) (← links)
- Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models (Q2327645) (← links)
- Optimal investment and consumption when regime transitions cause price shocks (Q2447410) (← links)
- A finite-horizon optimal investment and consumption problem using regime-switching models (Q2874733) (← links)
- On study of optimal investment with inflation under Knight uncertainty and regime-switching (Q2923826) (← links)
- (Q4624556) (← links)
- Optimal consumption and portfolio under inflation and Markovian switching (Q5411905) (← links)