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

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