Pages that link to "Item:Q5273715"
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The following pages link to Portfolio Optimization With Markov-Modulated Stock Prices and Interest Rates (Q5273715):
Displaying 7 items.
- NEWS‐GENERATED DEPENDENCE AND OPTIMAL PORTFOLIOS FOR <i>n</i> STOCKS IN A MARKET OF BARNDORFF‐NIELSEN AND SHEPHARD TYPE (Q5455262) (← links)
- Portfolio optimization with unobservable Markov-modulated drift process (Q5697589) (← links)
- Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time (Q6099493) (← links)
- Duality in optimal consumption-investment problems with alternative data (Q6565559) (← links)
- Filter-based portfolio strategies in an HMM setting with varying correlation parametrizations (Q6576843) (← links)
- Optimal consumption-investment with constraints in a regime switching market with random coefficients (Q6657501) (← links)
- Penalized schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities arising in regime switching utility maximization with optimal stopping (Q6662399) (← links)
