Pages that link to "Item:Q6076813"
From MaRDI portal
The following pages link to Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon (Q6076813):
Displaying 9 items.
- Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
- Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon (Q545457) (← links)
- Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching (Q781061) (← links)
- Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195) (← links)
- Continuous-time mean-variance portfolio selection with regime-switching financial market: time-consistent solution (Q2022311) (← links)
- Continuous-time mean-variance portfolio selection with random horizon (Q2441394) (← links)
- Continuous-time mean-variance optimal portfolio selection with regime switching when stock prices follow geometric Levy processes (Q2887584) (← links)
- Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions (Q5234665) (← links)
- Equilibrium strategy for a multi-period weighted mean-variance portfolio selection in a Markov regime-switching market with uncertain time-horizon and a stochastic cash flow (Q6161000) (← links)