Pages that link to "Item:Q3131272"
From MaRDI portal
The following pages link to Continuous-time optimal portfolio choice under regime-switching (Q3131272):
Displaying 16 items.
- Dynamic portfolio choice under ambiguity and regime switching mean returns (Q631261) (← links)
- Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching (Q781061) (← links)
- Optimal portfolio choice for unobservable and regime-switching mean returns (Q951435) (← links)
- Optimal portfolios with regime switching and value-at-risk constraint (Q976262) (← links)
- Asset allocation under multivariate regime switching (Q1027430) (← links)
- Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading (Q1688725) (← links)
- Signal-to-noise matrix and model reduction in continuous-time hidden Markov models (Q2148921) (← links)
- Portfolio selection with regime-switching and state-dependent preferences (Q2332675) (← links)
- Portfolio optimization using regime-switching stochastic interest rate and stochastic volatility models (Q2337436) (← 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)
- Recursive risk measures under regime switching applied to portfolio selection (Q4555153) (← links)
- Switching Strategies for Sequential Decision Problems With Multiplicative Loss With Application to Portfolios (Q4569699) (← links)
- OPTIMAL ASSET ALLOCATION WITH STOCHASTIC INTEREST RATES IN REGIME-SWITCHING MODELS (Q4584699) (← links)
- A decomposition method for optimal portfolios with regime-switching and risk constraint (Q4921211) (← links)
- Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution (Q5957680) (← links)
