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Property / author: Tiziano Vargiolu / rank
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Property / author: Tiziano Vargiolu / rank
 
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Property / full work available at URL: https://doi.org/10.1007/978-3-0348-0545-2_22 / rank
 
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Latest revision as of 08:29, 7 July 2024

scientific article; zbMATH DE number 6259472
Language Label Description Also known as
English
Optimal Portfolio in a Regime-switching Model
scientific article; zbMATH DE number 6259472

    Statements

    Optimal Portfolio in a Regime-switching Model (English)
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    19 February 2014
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    utility maximization
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    regime-switching models
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    HJB equation
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    mutual fund theorem
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    exponential utility
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    logarithmic utility
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    power utility
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    Identifiers