Pages that link to "Item:Q2514717"
From MaRDI portal
The following pages link to Dynamic asset allocation for varied financial markets under regime switching framework (Q2514717):
Displaying 25 items.
- Clustering financial time series: new insights from an extended hidden Markov model (Q319224) (← links)
- Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield (Q322504) (← links)
- Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955) (← links)
- Dynamic allocations for currency futures under switching regimes signals (Q323115) (← links)
- Strategic asset allocation with switching dependence (Q470426) (← links)
- A viscosity solution method for optimal stopping problems with regime switching (Q829599) (← links)
- Asset allocation under multivariate regime switching (Q1027430) (← links)
- Estimating stochastic discount factor models with hidden regimes: applications to commodity pricing (Q1681295) (← links)
- Asset allocation with correlation: a composite trade-off (Q1683161) (← links)
- Optimal investment management for a defined contribution pension fund under imperfect information (Q1742723) (← links)
- Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels (Q1789603) (← links)
- Dynamic investment strategy with factor models under regime switches (Q2013300) (← links)
- Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model (Q2070146) (← links)
- Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
- Multi-period portfolio selection with drawdown control (Q2288940) (← links)
- Portfolio selection in a two-regime world (Q2630104) (← links)
- Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks (Q2670553) (← links)
- Asset Prices With Regime-Switching Variance Gamma Dynamics (Q3631201) (← links)
- RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS (Q4563802) (← links)
- Dynamic asset allocation: insights from theory (Q4698076) (← links)
- Smart Indexing Under Regime-Switching Economic States (Q4994677) (← links)
- Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model (Q5071661) (← links)
- An adaptive regime-switching regression model for hedge funds (Q5414104) (← links)
- Optimal divestment time in supply chain redesign under oligopoly: evidence from shale oil production plants (Q6069911) (← links)
- Filter-based portfolio strategies in an HMM setting with varying correlation parametrizations (Q6576843) (← links)
