OPTIMAL ASSET ALLOCATION WITH STOCHASTIC INTEREST RATES IN REGIME-SWITCHING MODELS (Q4584699)
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scientific article; zbMATH DE number 6931441
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| English | OPTIMAL ASSET ALLOCATION WITH STOCHASTIC INTEREST RATES IN REGIME-SWITCHING MODELS |
scientific article; zbMATH DE number 6931441 |
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OPTIMAL ASSET ALLOCATION WITH STOCHASTIC INTEREST RATES IN REGIME-SWITCHING MODELS (English)
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4 September 2018
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optimal asset allocation
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portfolio optimization
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stochastic control
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regime-switching models
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stochastic interest rate
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power utility
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0.9302191
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0.9238161
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0.9211911
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0.9138416
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0.91336125
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0.9128914
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0.9118192
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0.90726703
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0.90711266
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