Pages that link to "Item:Q5417267"
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The following pages link to Multi‐period mean‐variance portfolio selection in a regime‐switching market with a bankruptcy state (Q5417267):
Displaying 3 items.
- A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints (Q1716940) (← links)
- Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
- Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market (Q5244295) (← links)
