Pages that link to "Item:Q2514717"

The following pages link to Dynamic asset allocation for varied financial markets under regime switching framework (Q2514717):

Displaying 16 items.

• Clustering financial time series: new insights from an extended hidden Markov model (Q319224) (← links)
• Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield (Q322504) (← links)
• Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955) (← links)
• Dynamic allocations for currency futures under switching regimes signals (Q323115) (← links)
• A viscosity solution method for optimal stopping problems with regime switching (Q829599) (← links)
• Estimating stochastic discount factor models with hidden regimes: applications to commodity pricing (Q1681295) (← links)
• Asset allocation with correlation: a composite trade-off (Q1683161) (← links)
• Optimal investment management for a defined contribution pension fund under imperfect information (Q1742723) (← links)
• Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels (Q1789603) (← links)
• Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
• Multi-period portfolio selection with drawdown control (Q2288940) (← links)
• Portfolio selection in a two-regime world (Q2630104) (← links)
• Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks (Q2670553) (← links)
• Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model (Q5071661) (← links)
• Optimal divestment time in supply chain redesign under oligopoly: evidence from shale oil production plants (Q6069911) (← links)
• Filter-based portfolio strategies in an HMM setting with varying correlation parametrizations (Q6576843) (← links)