Pages that link to "Item:Q2867605"
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The following pages link to Portfolio problems based on jump-diffusion models (Q2867605):
Displaying 13 items.
- Continuous-time mean-variance portfolio optimization in a jump-diffusion market (Q538272) (← links)
- A new optimal portfolio selection model with owner-occupied housing (Q670831) (← links)
- The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process (Q1417729) (← links)
- Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies (Q1675952) (← links)
- Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix (Q1681369) (← links)
- Optimal investment in the presence of intangible assets and collateralized optimal debt ratio in jump-diffusion models (Q2041144) (← links)
- Dynamic asset allocation with loss aversion in a jump-diffusion model (Q2355373) (← links)
- Optimal portfolio selection when stock prices follow an jump-diffusion process (Q2386341) (← links)
- Correction on ``Optimal portfolio selection when stock prices follow an jump-diffusion process'' (Q2460044) (← links)
- The optimal portfolio strategy under different utility functions (Q2823481) (← links)
- On the parabolic equation for portfolio problems (Q4989156) (← links)
- Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach (Q5407987) (← links)
- Continuous-time safety-first portfolio selection with jump-diffusion processes (Q5497353) (← links)