Pages that link to "Item:Q3426318"
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The following pages link to Portfolio optimization and a factor model in a stochastic volatility market (Q3426318):
Displaying 12 items.
- A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities (Q475326) (← links)
- Joint tails impact in stochastic volatility portfolio selection models (Q827150) (← links)
- Portfolio single index (PSI) multivariate conditional and stochastic volatility models (Q929684) (← links)
- HARA frontiers of optimal portfolios in stochastic markets (Q1926829) (← links)
- A stochastic volatility model and optimal portfolio selection (Q2871407) (← links)
- IMPACT OF RISK AVERSION ON THE OPTIMAL ROTATION WITH STOCHASTIC PRICE (Q3534910) (← links)
- The estimation of the Barndorff-Nielsen and Shephard model from daily data based on measures of trading intensity (Q3552628) (← links)
- (Q3656701) (← links)
- An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
- Scenario analysis for derivative portfolios via dynamic factor models (Q4991043) (← links)
- Optimal investment with correlated stochastic volatility factors (Q6054456) (← links)
- A multivariate 4/2 stochastic covariance model: properties and applications to portfolio decisions (Q6158415) (← links)