Pages that link to "Item:Q3192141"
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The following pages link to Investment/Consumption Problem in Illiquid Markets with Regime-Switching (Q3192141):
Displaying 12 items.
- Optimal liquidation in a finite time regime switching model with permanent and temporary pricing impact (Q316889) (← links)
- Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause (Q1667414) (← links)
- Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
- Stochastic impulse control with regime-switching dynamics (Q1753526) (← links)
- Expected power-utility maximization under incomplete information and with Cox-process observations (Q1946535) (← links)
- Expected log-utility maximization under incomplete information and with Cox-process observations (Q2254308) (← links)
- Optimal market dealing under constraints (Q2401520) (← links)
- Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching (Q2691496) (← links)
- Optimal investment in an illiquid market with search frictions and transaction costs (Q2701076) (← links)
- Robust Optimization of Credit Portfolios (Q2976139) (← links)
- OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS (Q5164391) (← links)
- Optimal Investment Under Information Driven Contagious Distress (Q5737638) (← links)
