Pages that link to "Item:Q843965"
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The following pages link to Portfolio optimization in a semi-Markov modulated market (Q843965):
Displaying 7 items.
- Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
- Evaluation of portfolio decision improvements by Markov modulated diffusion processes: a Shapley value approach (Q2008314) (← links)
- Portfolio optimization in stochastic markets (Q2500788) (← links)
- Risk-sensitive control of continuous time Markov chains (Q2811098) (← links)
- PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING (Q2947343) (← links)
- (Q3072843) (← links)
- Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes (Q4637645) (← links)