Pages that link to "Item:Q5244295"
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The following pages link to Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market (Q5244295):
Displaying 10 items.
- Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon (Q545457) (← links)
- Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195) (← links)
- A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time (Q1785290) (← links)
- Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps (Q2350786) (← links)
- The effect of exit strategy on optimal portfolio selection with birandom returns (Q2375443) (← links)
- Portfolio optimization with uncertain exit time in infinite-time horizon (Q2439241) (← links)
- (Q3408234) (← links)
- Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions (Q5234665) (← links)
- Multi‐period mean‐variance portfolio selection in a regime‐switching market with a bankruptcy state (Q5417267) (← links)
- Equilibrium strategy for a multi-period weighted mean-variance portfolio selection in a Markov regime-switching market with uncertain time-horizon and a stochastic cash flow (Q6161000) (← links)
