Pages that link to "Item:Q470426"
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The following pages link to Strategic asset allocation with switching dependence (Q470426):
Displaying 13 items.
- Impulse control of pension fund contributions, in a regime switching economy (Q297413) (← links)
- Strategic asset allocation under a fractional hidden Markov model (Q479173) (← links)
- Strategic asset allocation with liabilities: beyond stocks and bonds (Q844772) (← links)
- Strategic asset allocation in a continuous-time VAR model (Q953710) (← links)
- Asset allocation under multivariate regime switching (Q1027430) (← links)
- Strategic asset allocation (Q1391439) (← links)
- How do capital structure and economic regime affect fair prices of bank's equity and liabilities? (Q1615809) (← links)
- A switching self-exciting jump diffusion process for stock prices (Q2000696) (← links)
- Dynamic investment strategy with factor models under regime switches (Q2013300) (← links)
- A bivariate mutually-excited switching jump diffusion (BMESJD) for asset prices (Q2176372) (← links)
- A switching microstructure model for stock prices (Q2312402) (← links)
- An examination of HMM-based investment strategies for asset allocation (Q2862422) (← links)
- An intensity model for credit risk with switching Lévy processes (Q5245904) (← links)