Pages that link to "Item:Q340669"
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The following pages link to Optimal portfolios with maximum value-at-risk constraint under a hidden Markovian regime-switching model (Q340669):
Displaying 13 items.
- Optimal portfolios with regime switching and value-at-risk constraint (Q976262) (← links)
- Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns (Q2034839) (← links)
- Optimal portfolio execution problem with stochastic price impact (Q2288736) (← links)
- Optimal investment and consumption strategies for pooled annuity with partial information (Q2681454) (← links)
- Utility Maximization in a Regime Switching Model with Convex Portfolio Constraints and Margin Requirements: Optimality Relations and Explicit Solutions (Q2945607) (← links)
- Mean-variance type controls involving a hidden Markov chain: models and numerical approximation (Q3465822) (← links)
- A MAXIMAL PREDICTABILITY PORTFOLIO SUBJECT TO A TURNOVER CONSTRAINT (Q3560104) (← links)
- A decomposition method for optimal portfolios with regime-switching and risk constraint (Q4921211) (← links)
- Robust reinsurance contracts with risk constraint (Q5117680) (← links)
- Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching (Q6100577) (← links)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)
- Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)
- Optimal harvesting policy of an inland fishery resource under incomplete information (Q6574603) (← links)
