Pages that link to "Item:Q378275"
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The following pages link to Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275):
Displaying 14 items.
- Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
- Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow (Q414601) (← links)
- Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions (Q680494) (← links)
- Pricing of volatility derivatives in a Heston-CIR model with Markov-modulated jump diffusion (Q2020534) (← links)
- Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns (Q2034839) (← links)
- Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps (Q2350786) (← links)
- Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate (Q2515275) (← links)
- Continuous-time mean-variance optimal portfolio selection with regime switching when stock prices follow geometric Levy processes (Q2887584) (← links)
- Dynamic asset–liability management in a Markov market with stochastic cash flows (Q4554228) (← links)
- OPTIMAL NET INVESTMENT WEALTH WITH DISCOUNTED STOCHASTIC CASH FLOWS AND EFFICIENT FRONTIER (Q5168218) (← links)
- CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) (← links)
- Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market (Q5244295) (← links)
- Robust mean variance portfolio selection model in the jump-diffusion financial market with an intractable claim (Q5356918) (← links)
- Equilibrium strategy for a multi-period weighted mean-variance portfolio selection in a Markov regime-switching market with uncertain time-horizon and a stochastic cash flow (Q6161000) (← links)
