Pandemic portfolio choice (Q2083972): Difference between revisions

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+https://doi.org/10.1016/j.ejor.2022.05.035
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+W4281481179
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@@ Property / cites work @@
+Portfolio choice with jumps: a closed-form solution
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+PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS
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+MDP algorithms for portfolio optimization problems in pure jump markets
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+Optimal investment and consumption when allowing terminal debt
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+Stochastic Differential Utility
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+Optimal portfolio choice for unobservable and regime-switching mean returns
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+Near-optimal asset allocation in financial markets with trading constraints
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+years of portfolio optimization: practical challenges and current trends
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+A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates
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+Optimal consumption and investment with Epstein-Zin recursive utility
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+Consumption-portfolio optimization with recursive utility in incomplete markets
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+Asset allocation with contagion and explicit bankruptcy procedures
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+A dynamic programming approach to constrained portfolios
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+Portfolio decision analysis: recent developments and future prospects
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+Time consistent multi-period robust risk measures and portfolio selection models with regime-switching
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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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+Q3838091
@@ Property / cites work: Q3838091 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2083972