Pages that link to "Item:Q2874733"
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The following pages link to A finite-horizon optimal investment and consumption problem using regime-switching models (Q2874733):
Displaying 26 items.
- Dynamic programming for a Markov-switching jump-diffusion (Q396027) (← links)
- Investment-consumption with regime-switching discount rates (Q459181) (← links)
- A two-mode mean-field optimal switching problem for the full balance sheet (Q462408) (← links)
- Optimal investment and consumption with proportional transaction costs in regime-switching model (Q481779) (← links)
- Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
- The discrete-time model of Bagchi's regional investment allocation problem (Q1202472) (← links)
- Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
- Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323) (← links)
- Long term optimal investment with regime switching: inflation, information and short sales (Q2151682) (← links)
- A consumption and investment problem via a Markov decision processes approach with random horizon (Q2153961) (← links)
- Regime switching optimal growth model with risk sensitive preferences (Q2164326) (← links)
- Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models (Q2327645) (← links)
- Portfolio selection with regime-switching and state-dependent preferences (Q2332675) (← links)
- Optimal consumption and investment problem with random horizon in a BMAP model (Q2347110) (← links)
- Investment and consumption in regime-switching models with proportional transaction costs and log utility (Q2360794) (← links)
- Optimal investment-consumption strategy in a discrete-time model with regime switching (Q2467050) (← links)
- Optimal stock liquidation in a regime switching model with finite time horizon (Q2496679) (← links)
- Utility Maximization in a Regime Switching Model with Convex Portfolio Constraints and Margin Requirements: Optimality Relations and Explicit Solutions (Q2945607) (← links)
- PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING (Q2947343) (← links)
- EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (Q3393971) (← links)
- OPTIMAL CONSUMPTION/INVESTMENT AND LIFE INSURANCE WITH REGIME-SWITCHING FINANCIAL MARKET PARAMETERS (Q3467084) (← links)
- Dynamic programming for an investmentćonsumption problem in illiquid markets with regime-switching (Q5265538) (← links)
- Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach (Q6107682) (← links)
- Stochastic control with inhomogeneous regime switching: application to consumption and investment with unemployment and reemployment (Q6170028) (← links)
- A robust investment-consumption optimization problem in a switching regime interest rate setting (Q6173963) (← links)
- Optimal consumption-investment with constraints in a regime switching market with random coefficients (Q6657501) (← links)
