Pages that link to "Item:Q538272"
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The following pages link to Continuous-time mean-variance portfolio optimization in a jump-diffusion market (Q538272):
Displaying 12 items.
- Investing equally in risk (Q354660) (← links)
- Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
- Mean-variance problems for finite horizon semi-Markov decision processes (Q887160) (← links)
- MDP algorithms for portfolio optimization problems in pure jump markets (Q964693) (← links)
- Approximation for portfolio optimization in a financial market with shot-noise jumps (Q1616797) (← links)
- Better than pre-committed optimal mean-variance policy in a jump diffusion market (Q2407984) (← links)
- Continuous-time mean-variance portfolios: a comparison (Q2868909) (← links)
- Continuous time mean-variance portfolio optimization through the mean field approach (Q2954223) (← links)
- Computer Construction of Quasi Optimal Portfolio for Stochastic Models with Jumps of Financial Markets (Q5301477) (← links)
- Portfolio optimization for jump‐diffusion risky assets with common shock dependence and state dependent risk aversion (Q5346595) (← links)
- Robust mean variance portfolio selection model in the jump-diffusion financial market with an intractable claim (Q5356918) (← links)
- Wealth optimization in an incomplete market driven by a jump-diffusion process (Q5939298) (← links)
