Pages that link to "Item:Q1023980"

The following pages link to Robust optimal portfolio choice under Markovian regime-switching model (Q1023980):

Displaying 19 items.

• Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
• Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
• Optimal investment of variance-swaps in jump-diffusion market with regime-switching (Q1655762) (← links)
• Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
• Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
• Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers (Q2015659) (← links)
• Robust utility maximization under model uncertainty via a penalization approach (Q2120592) (← links)
• Unilateral counterparty risk valuation of CDS using a regime-switching intensity model (Q2446699) (← links)
• Optimal credit investment and risk control for an insurer with regime-switching (Q2633456) (← links)
• PRICING CREDIT DERIVATIVES IN A MARKOV-MODULATED REDUCED-FORM MODEL (Q2842530) (← links)
• Pricing Defaultable Bonds in a Markov Modulated Market (Q2893288) (← links)
• Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model (Q3004474) (← links)
• A stochastic differential game for optimal investment of an insurer with regime switching (Q3169215) (← links)
• Analytic value function for optimal regime-switching pairs trading rules (Q4554446) (← links)
• HARA utility maximization in a Markov-switching bond–stock market (Q4555174) (← links)
• Robust optimal R&D investment under technical uncertainty in a regime-switching environment (Q5085234) (← links)
• Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities (Q5391298) (← links)
• OPTION PRICING USING A REGIME SWITCHING STOCHASTIC DISCOUNT FACTOR (Q5420701) (← links)
• Household consumption-investment-insurance decisions with uncertain income and market ambiguity (Q5861811) (← links)