Pages that link to "Item:Q2033993"
From MaRDI portal
The following pages link to Optimal stopping time of a portfolio selection problem with multi-assets (Q2033993):
Displaying 6 items.
- Discrete analysis of portfolio selection with optimal stopping time (Q1040037) (← links)
- Optimal time of switching between portfolios of securities (Q1407350) (← links)
- Multi-criteria optimal stopping methods applied to the portfolio optimisation problem (Q1615933) (← links)
- Analysis of an optimal stopping problem arising from hedge fund investing (Q2009296) (← links)
- Optimal investment with stopping in finite horizon (Q2405721) (← links)
- Portfolio problems stopping at first hitting time with application to default risk (Q2500790) (← links)