Pages that link to "Item:Q5411905"
From MaRDI portal
The following pages link to Optimal consumption and portfolio under inflation and Markovian switching (Q5411905):
Displaying 14 items.
- Optimal portfolio of corporate investment and consumption problem under market closure: inflation case (Q474015) (← links)
- Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
- Optimal control of Markovian switching systems with applications to portfolio decisions under inflation (Q902339) (← links)
- Portfolio decision with a quadratic utility and inflation risk (Q1716081) (← links)
- Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
- Agent's optimal compensation under inflation risk by using dynamic contract model (Q2121174) (← links)
- Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk (Q2155561) (← links)
- A probabilistic approach to the stochastic fluid cash management balance problem (Q2673792) (← links)
- Optimal consumption, leisure and job choice under inflationary environment (Q2687681) (← links)
- Optimal Control of Uncertain Stochastic Systems with Markovian Switching and Its Applications to Portfolio Decisions (Q2790365) (← links)
- A finite-horizon optimal investment and consumption problem using regime-switching models (Q2874733) (← links)
- On study of optimal investment with inflation under Knight uncertainty and regime-switching (Q2923826) (← links)
- PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING (Q2947343) (← links)
- (Q3307527) (← links)