Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes (Q5413858): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:11, 9 February 2024
scientific article; zbMATH DE number 6291219
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes |
scientific article; zbMATH DE number 6291219 |
Statements
Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes (English)
0 references
2 May 2014
0 references
asset allocation
0 references
convex risk measures
0 references
pure jump processes
0 references
regime switching
0 references
stochastic differential games
0 references
