Pages that link to "Item:Q545457"
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The following pages link to Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon (Q545457):
Displayed 4 items.
- Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow (Q414601) (← links)
- Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (Q2015477) (← links)
- Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps (Q2443229) (← links)
- Multi‐period mean‐variance portfolio selection in a regime‐switching market with a bankruptcy state (Q5417267) (← links)