Portfolio Selection in the Enlarged Markovian Regime-Switching Market (Q3162592): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:20, 4 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Selection in the Enlarged Markovian Regime-Switching Market |
scientific article |
Statements
Portfolio Selection in the Enlarged Markovian Regime-Switching Market (English)
0 references
20 October 2010
0 references
portfolio optimization
0 references
Markovian regime-switching market
0 references
enlargement of market
0 references
geometric Markovian jump securities
0 references
dynamic programming
0 references
Hamilton-Jacobi-Bellman equations
0 references
