Pages that link to "Item:Q2630104"
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The following pages link to Portfolio selection in a two-regime world (Q2630104):
Displaying 11 items.
- A two-stage method for member selection of emergency medical service (Q887872) (← links)
- Optimal investment of variance-swaps in jump-diffusion market with regime-switching (Q1655762) (← links)
- Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels (Q1789603) (← links)
- Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns (Q2034839) (← links)
- Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models (Q2327645) (← links)
- A two-asset stochastic model for long-term portfolio selection (Q2390406) (← links)
- A two-period portfolio selection model for Asset-Backed Securitization (Q2867372) (← links)
- Is Regime Switching in Stock Returns Important in Portfolio Decisions? (Q3117302) (← links)
- Mean-Variance-Instability Portfolio Analysis: A Case of Taiwan's Stock Market (Q4868815) (← links)
- Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance (Q5026618) (← links)
- The Application of Two-Stage Diversification to Portfolios from the WSE (Q5240118) (← links)