PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING (Q2947343)
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scientific article; zbMATH DE number 6484379
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING |
scientific article; zbMATH DE number 6484379 |
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PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING (English)
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22 September 2015
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utility maximization
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HJB equations
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affine models
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Markov switching
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0.9184891
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0.9146718
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0.9129463
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0.9128282
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0.9099619
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0.9095614
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0.9087588
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0.9052414
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0.9046142
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