Pages that link to "Item:Q5413858"
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The following pages link to Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes (Q5413858):
Displaying 11 items.
- On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy (Q993724) (← links)
- A BSDE approach to risk-based asset allocation of pension funds with regime switching (Q1945100) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
- Risk measures for derivatives with Markov-modulated pure jump processes (Q2643673) (← links)
- Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes (Q4637645) (← links)
- Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) (← links)
- The Risk and Reward Management in Innovation Portfolios: A Markovian Approach (Q5145052) (← links)
- Optimal Portfolio and Consumption Policies Subject to Rishel's Important Jump Events Model: Computational Methods (Q5273705) (← links)
- (Q5416123) (← links)
- Markov decision process algorithms for wealth allocation problems with defaultable bonds (Q5740694) (← links)
- Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory (Q6556595) (← links)
