Pages that link to "Item:Q1381452"
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The following pages link to Asset allocation with time variation in expected returns (Q1381452):
Displaying 6 items.
- Optimal portfolios with maximum value-at-risk constraint under a hidden Markovian regime-switching model (Q340669) (← links)
- Optimal portfolios with regime switching and value-at-risk constraint (Q976262) (← links)
- Consistent fitting of one-factor models to interest rate data. (Q1584583) (← links)
- Optimal investment-consumption strategy with liability and regime switching model under value-at-risk constraint (Q1740034) (← links)
- Optimal investment-reinsurance with dynamic risk constraint and regime switching (Q2868609) (← links)
- Investing for Retirement (Q5718087) (← links)
