Pages that link to "Item:Q538328"
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The following pages link to Log mean-variance portfolio selection under regime switching (Q538328):
Displaying 6 items.
- The regime switching portfolios (Q538326) (← links)
- Portfolio selection with jumps under regime switching (Q1958452) (← links)
- Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns (Q2034839) (← links)
- Portfolio selection in a two-regime world (Q2630104) (← links)
- Is Regime Switching in Stock Returns Important in Portfolio Decisions? (Q3117302) (← links)
- Recursive risk measures under regime switching applied to portfolio selection (Q4555153) (← links)