Optimal consumption and portfolio under inflation and Markovian switching (Q5411905): Difference between revisions

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+https://doi.org/10.1080/17442508.2011.651217
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+W1965115663
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+OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES
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+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
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+Pricing Options and Variance Swaps in Markov-Modulated Brownian Markets
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+Optimal consumption and portfolio choice with ambiguity and anticipation
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+Optimal Portfolio Choice Based on α-MEU Under Ambiguity
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+Anticipative portfolio optimization under constraints and a higher interest rate for borrowing
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+Optimization of Utility for “Larger Investor” with Anticipation
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+An explicit solution to an optimal stopping problem with regime switching
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+Irreversible investment with regime shifts
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Option Pricing With Markov-Modulated Dynamics
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+Q4368791
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+Optimum consumption and portfolio rules in a continuous-time model
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+Optimizing the terminal wealth under partial information: the drift process as a continuous time Markov chain
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+EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING
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+Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
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