Mean-variance portfolio selection in Markov-switching jump-diffusion market for risk model
From MaRDI portal
Publication:2992989
Recommendations
- Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market
- Dynamic mean-variance portfolio selection in market with jump-diffusion models
- Portfolio selection with jumps under regime switching
- The Markov-modulated mean-variance problem for an insurer
- Optimal asset-liability management for an insurer under Markov regime switching jump-diffusion market
Cited in
(13)- Mean-variance portfolio selection for a non-life insurance company
- Optimal asset-liability management for an insurer under Markov regime switching jump-diffusion market
- Mean-variance portfolio selection under a non-Markovian regime-switching model
- scientific article; zbMATH DE number 1989783 (Why is no real title available?)
- Dynamic mean-variance portfolio selection in market with jump-diffusion models
- Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market
- Robust mean variance portfolio selection model in the jump-diffusion financial market with an intractable claim
- Continuous-time mean-variance portfolio optimization in a jump-diffusion market
- Portfolio selection with jumps under regime switching
- The Markov-modulated mean-variance problem for an insurer
- Mean-variance portfolio selection with correlation risk
- Mean-variance portfolio selection in contagious markets
- Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes
This page was built for publication: Mean-variance portfolio selection in Markov-switching jump-diffusion market for risk model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2992989)