Pages that link to "Item:Q2443230"
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The following pages link to Constant proportion portfolio insurance under a regime switching exponential Lévy process (Q2443230):
Displaying 5 items.
- On the moments of the integrated geometric Brownian motion (Q1639545) (← links)
- Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (Q1656433) (← links)
- Optimization problem of insurance investment based on spectral risk measure and RAROC criterion (Q1721738) (← links)
- Portfolio strategy of financial market with regime switching driven by geometric Lévy process (Q1724346) (← links)
- Constant proportion portfolio insurance strategies in contagious markets (Q4554427) (← links)
