Pages that link to "Item:Q297212"

The following pages link to Portfolio optimization in a regime-switching market with derivatives (Q297212):

Displaying 22 items.

• Clustering financial time series: new insights from an extended hidden Markov model (Q319224) (← links)
• Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
• A dynamic program for valuing corporate securities (Q321036) (← 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)
• Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996) (← links)
• Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels (Q1671765) (← links)
• Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization (Q1683121) (← links)
• Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility (Q1697216) (← links)
• Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195) (← links)
• Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323) (← links)
• Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
• Pandemic portfolio choice (Q2083972) (← links)
• A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
• Finite difference methods for the Hamilton-Jacobi-Bellman equations arising in regime switching utility maximization (Q2219642) (← links)
• Portfolio selection with regime-switching and state-dependent preferences (Q2332675) (← links)
• Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
• Portfolio selection in a two-regime world (Q2630104) (← links)
• A multi-period fuzzy portfolio optimization model with minimum transaction lots (Q2630242) (← links)
• Optimal investment-reinsurance strategy with derivatives trading under the joint interests of an insurer and a reinsurer (Q2699113) (← links)
• A FINITE-HORIZON OPTIMAL INVESTMENT AND CONSUMPTION PROBLEM USING REGIME-SWITCHING MODELS (Q2874733) (← links)
• A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050) (← links)