Pages that link to "Item:Q2947343"
From MaRDI portal
The following pages link to PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING (Q2947343):
Displaying 9 items.
- Nearly-optimal asset allocation in hybrid stock investment models. (Q703185) (← links)
- Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
- Optimal control of Markovian switching systems with applications to portfolio decisions under inflation (Q902339) (← links)
- Optimal convergence trading with unobservable pricing errors (Q2241060) (← links)
- Worst-case portfolio optimization in a market with bubbles (Q2800049) (← links)
- HARA utility maximization in a Markov-switching bond–stock market (Q4555174) (← links)
- PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856) (← links)
- Switching Strategies for Sequential Decision Problems With Multiplicative Loss With Application to Portfolios (Q4569699) (← links)
- (Q5399846) (← links)