Pages that link to "Item:Q636696"
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The following pages link to Optimal portfolio selection with liability management and Markov switching under constrained variance (Q636696):
Displaying 4 items.
- Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs (Q342247) (← links)
- Optimal investment-consumption strategy with liability and regime switching model under value-at-risk constraint (Q1740034) (← links)
- Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
- PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING (Q2947343) (← links)