Pages that link to "Item:Q481779"
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The following pages link to Optimal investment and consumption with proportional transaction costs in regime-switching model (Q481779):
Displaying 15 items.
- Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
- Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
- Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323) (← links)
- Long term optimal investment with regime switching: inflation, information and short sales (Q2151682) (← links)
- Investment and consumption in regime-switching models with proportional transaction costs and log utility (Q2360794) (← links)
- Certain properties related to well posedness of switching diffusions (Q2403701) (← links)
- Optimal investment and consumption when regime transitions cause price shocks (Q2447410) (← links)
- Optimal investment-consumption strategy in a discrete-time model with regime switching (Q2467050) (← links)
- A finite-horizon optimal investment and consumption problem using regime-switching models (Q2874733) (← links)
- PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING (Q2947343) (← links)
- Optimal investment in the foreign exchange market with proportional transaction costs (Q3005820) (← links)
- EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (Q3393971) (← links)
- OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS (Q5164391) (← links)
- Dynamic programming for an investmentćonsumption problem in illiquid markets with regime-switching (Q5265538) (← links)
- A robust investment-consumption optimization problem in a switching regime interest rate setting (Q6173963) (← links)
