The following pages link to The regime switching portfolios (Q538326):
Displaying 7 items.
- Stability analysis for stochastic hybrid systems: a survey (Q472550) (← links)
- Log mean-variance portfolio selection under regime switching (Q538328) (← links)
- Portfolio selection in a two-regime world (Q2630104) (← links)
- Is Regime Switching in Stock Returns Important in Portfolio Decisions? (Q3117302) (← links)
- Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization (Q3592750) (← links)
- An adaptive regime-switching regression model for hedge funds (Q5414104) (← links)
- PORTFOLIO INSURANCE AND VOLATILITY REGIME SWITCHING (Q5488980) (← links)