Pages that link to "Item:Q4921211"
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The following pages link to A decomposition method for optimal portfolios with regime-switching and risk constraint (Q4921211):
Displaying 6 items.
- Optimal portfolios with maximum value-at-risk constraint under a hidden Markovian regime-switching model (Q340669) (← links)
- Optimal portfolios with regime switching and value-at-risk constraint (Q976262) (← links)
- Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees (Q2152251) (← links)
- Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← 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)