Pages that link to "Item:Q2076436"
From MaRDI portal
The following pages link to Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach (Q2076436):
Displaying 7 items.
- MDP algorithms for portfolio optimization problems in pure jump markets (Q964693) (← links)
- Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model (Q2070146) (← links)
- Portfolio optimization using regime-switching stochastic interest rate and stochastic volatility models (Q2337436) (← links)
- When do jumps matter for portfolio optimization? (Q4554219) (← links)
- A decomposition method for optimal portfolios with regime-switching and risk constraint (Q4921211) (← links)
- Portfolio optimization for jump‐diffusion risky assets with common shock dependence and state dependent risk aversion (Q5346595) (← links)
- Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game (Q5865317) (← links)