Pages that link to "Item:Q5411905"
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The following pages link to Optimal consumption and portfolio under inflation and Markovian switching (Q5411905):
Displaying 6 items.
- Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
- Agent's optimal compensation under inflation risk by using dynamic contract model (Q2121174) (← links)
- A probabilistic approach to the stochastic fluid cash management balance problem (Q2673792) (← links)
- Optimal consumption, leisure and job choice under inflationary environment (Q2687681) (← links)
- A FINITE-HORIZON OPTIMAL INVESTMENT AND CONSUMPTION PROBLEM USING REGIME-SWITCHING MODELS (Q2874733) (← links)
- PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING (Q2947343) (← links)
