The following pages link to (Q3412167):
Displaying 5 items.
- Dynamic asset allocation with event risk, transaction costs and predictable returns (Q1670395) (← links)
- Risk Sensitive Portfolio Management with Cox--Ingersoll--Ross Interest Rates: The HJB Equation (Q3427513) (← links)
- OPTIMAL ASSET ALLOCATION WITH STOCHASTIC INTEREST RATES IN REGIME-SWITCHING MODELS (Q4584699) (← links)
- Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes (Q5413858) (← links)
- Optimal asset allocation under search frictions and stochastic interest rate (Q6110871) (← links)