Pages that link to "Item:Q1681369"
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The following pages link to Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix (Q1681369):
Displaying 7 items.
- Jump-diffusion international asset allocation (Q300842) (← links)
- Studies on a general stock-bond integrated portfolio optimization model (Q871691) (← links)
- Simplified stochastic calculus with applications in economics and finance (Q2030297) (← links)
- Optimal investment in the presence of intangible assets and collateralized optimal debt ratio in jump-diffusion models (Q2041144) (← links)
- Pricing of variance swap rates and investment decisions of variance swaps: evidence from a three-factor model (Q2158056) (← links)
- Portfolio problems based on jump-diffusion models (Q2867605) (← links)
- (Q3072843) (← links)