Pages that link to "Item:Q5422629"

The following pages link to PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS (Q5422629):

Displaying 36 items.

• Optimal investment and consumption under partial information (Q261540) (← links)
• A stochastic flows approach for asset allocation with hidden economic environment (Q274851) (← links)
• Optimal portfolios with maximum value-at-risk constraint under a hidden Markovian regime-switching model (Q340669) (← links)
• A Bayesian approach for optimal reinsurance and investment in a diffusion model (Q383414) (← links)
• Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching (Q517215) (← links)
• On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
• Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
• MDP algorithms for portfolio optimization problems in pure jump markets (Q964693) (← links)
• Optimal investment under partial information (Q966433) (← links)
• Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model (Q1044219) (← links)
• Approximation for portfolio optimization in a financial market with shot-noise jumps (Q1616797) (← links)
• Optimal investment in markets with over and under-reaction to information (Q1679555) (← links)
• Partial information about contagion risk, self-exciting processes and portfolio optimization (Q1994368) (← links)
• Risk-sensitive credit portfolio optimization under partial information and contagion risk (Q2083252) (← links)
• Pandemic portfolio choice (Q2083972) (← links)
• Bayesian optimal investment and reinsurance with dependent financial and insurance risks (Q2135611) (← links)
• Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
• A BSDE-based approach for the optimal reinsurance problem under partial information (Q2212153) (← links)
• Regime switching affine processes with applications to finance (Q2308173) (← links)
• A benchmark approach to portfolio optimization under partial information (Q2471734) (← links)
• Optimal investment and consumption strategies for pooled annuity with partial information (Q2681454) (← links)
• Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446) (← links)
• An HMM approach for optimal investment of an insurer (Q2864634) (← links)
• A FINITE-HORIZON OPTIMAL INVESTMENT AND CONSUMPTION PROBLEM USING REGIME-SWITCHING MODELS (Q2874733) (← links)
• ASSET ALLOCATION AND ASSET PRICING IN THE FACE OF SYSTEMIC RISK: A LITERATURE OVERVIEW AND ASSESSMENT (Q2892981) (← links)
• INFORMATION AND OPTIMAL INVESTMENT IN DEFAULTABLE ASSETS (Q2939921) (← links)
• OPTIMAL ASSET ALLOCATION WITH STOCHASTIC INTEREST RATES IN REGIME-SWITCHING MODELS (Q4584699) (← links)
• UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS (Q4649503) (← links)
• A BSDE Approach to Optimal Investment of an Insurer with Hidden Regime Switching (Q4916397) (← links)
• Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information (Q4968923) (← links)
• Robust optimal investment and reinsurance problems with learning (Q4990504) (← links)
• An optimal consumption and investment problem with partial information (Q5214995) (← links)
• A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050) (← links)
• Martingale Approach to Optimal Portfolio-Consumption Problems in Markov-Modulated Pure-Jump Models (Q5256324) (← links)
• Optimal Investment-consumption for Partially Observed Jump-diffusions (Q5746531) (← links)
• Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift (Q6171940) (← links)