Pages that link to "Item:Q5164391"
From MaRDI portal
The following pages link to OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS (Q5164391):
Displaying 13 items.
- Optimal control of Markovian switching systems with applications to portfolio decisions under inflation (Q902339) (← links)
- MDP algorithms for portfolio optimization problems in pure jump markets (Q964693) (← links)
- Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
- Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833) (← links)
- Utility Maximization in a Regime Switching Model with Convex Portfolio Constraints and Margin Requirements: Optimality Relations and Explicit Solutions (Q2945607) (← links)
- PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING (Q2947343) (← links)
- Dynamic programming for an investmentćonsumption problem in illiquid markets with regime-switching (Q5265538) (← links)
- Optimal Portfolio and Consumption Policies Subject to Rishel's Important Jump Events Model: Computational Methods (Q5273705) (← links)
- Portfolio optimization for jump‐diffusion risky assets with common shock dependence and state dependent risk aversion (Q5346595) (← links)
- Optimal consumption and portfolio under inflation and Markovian switching (Q5411905) (← links)
- Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes (Q5413858) (← links)
- Optimal Investment-consumption for Partially Observed Jump-diffusions (Q5746531) (← links)
- Wealth optimization in an incomplete market driven by a jump-diffusion process (Q5939298) (← links)
