OPTIMAL ASSET ALLOCATION WITH STOCHASTIC INTEREST RATES IN REGIME-SWITCHING MODELS (Q4584699)
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scientific article; zbMATH DE number 6931441
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL ASSET ALLOCATION WITH STOCHASTIC INTEREST RATES IN REGIME-SWITCHING MODELS |
scientific article; zbMATH DE number 6931441 |
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OPTIMAL ASSET ALLOCATION WITH STOCHASTIC INTEREST RATES IN REGIME-SWITCHING MODELS (English)
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4 September 2018
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optimal asset allocation
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portfolio optimization
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stochastic control
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regime-switching models
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stochastic interest rate
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power utility
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