Pages that link to "Item:Q659108"

The following pages link to Continuous-time mean-variance portfolio selection with liability and regime switching (Q659108):

Displaying 15 items.

• Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability (Q322987) (← links)
• Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
• Optimal portfolio selection with liability management and Markov switching under constrained variance (Q636696) (← links)
• An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process (Q661250) (← links)
• Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (Q781093) (← links)
• A random parameter model for continuous-time mean-variance asset-liability management (Q1666339) (← links)
• Continuous-time mean-variance asset-liability management with hidden Markovian regime switching (Q1717734) (← links)
• Continuous-time mean-variance portfolio selection under the CEV process (Q1723934) (← links)
• Optimal investment-consumption strategy with liability and regime switching model under value-at-risk constraint (Q1740034) (← links)
• Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate (Q1983698) (← links)
• Optimal investment for an insurer under liquid reserves (Q2031332) (← links)
• Mean-variance asset-liability management in a non-Markovian regime-switching jump-diffusion market with random horizon (Q2238961) (← links)
• Optimal asset-liability management for an insurer under Markov regime switching jump-diffusion market (Q2398579) (← links)
• Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
• Dynamic asset-liability management with frictions (Q6171945) (← links)