Pages that link to "Item:Q1958452"
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The following pages link to Portfolio selection with jumps under regime switching (Q1958452):
Displaying 15 items.
- Portfolio optimization in a regime-switching market with derivatives (Q297212) (← links)
- Optimal portfolio in a continuous-time self-exciting threshold model (Q380475) (← links)
- The regime switching portfolios (Q538326) (← links)
- Log mean-variance portfolio selection under regime switching (Q538328) (← links)
- Asset allocation under multivariate regime switching (Q1027430) (← links)
- Optimal investment of variance-swaps in jump-diffusion market with regime-switching (Q1655762) (← links)
- Portfolio strategy of financial market with regime switching driven by geometric Lévy process (Q1724346) (← links)
- Multiperiod Telser's safety-first portfolio selection with regime switching (Q1726995) (← links)
- Dynamic investment strategy with factor models under regime switches (Q2013300) (← links)
- Dynamic control of the investment portfolio in the jump-diffusion financial market with regime switching (Q2487604) (← links)
- When do jumps matter for portfolio optimization? (Q4554219) (← links)
- Recursive risk measures under regime switching applied to portfolio selection (Q4555153) (← links)
- Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes (Q4637645) (← links)
- Co-jumps and recursive preferences in portfolio choices (Q6076757) (← links)
- Portfolio selection and job switching with CARA utility (Q6099505) (← links)