Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes (Q5413858): Difference between revisions
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Revision as of 21:42, 5 March 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)
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2 May 2014
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asset allocation
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convex risk measures
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pure jump processes
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regime switching
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stochastic differential games
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