Pages that link to "Item:Q340669"
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The following pages link to Optimal portfolios with maximum value-at-risk constraint under a hidden Markovian regime-switching model (Q340669):
Displaying 6 items.
- Optimal portfolio execution problem with stochastic price impact (Q2288736) (← links)
- Optimal investment and consumption strategies for pooled annuity with partial information (Q2681454) (← links)
- Robust reinsurance contracts with risk constraint (Q5117680) (← links)
- Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching (Q6100577) (← links)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)
- Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)