Pages that link to "Item:Q1027430"
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The following pages link to Asset allocation under multivariate regime switching (Q1027430):
Displayed 15 items.
- Dynamic portfolio choice under ambiguity and regime switching mean returns (Q631261) (← links)
- What is the impact of stock market contagion on an investor's portfolio choice? (Q659101) (← links)
- Completion time structures of stock price movements (Q665544) (← links)
- Simple VARs cannot approximate Markov switching asset allocation decisions: an out-of-sample assessment (Q1927136) (← links)
- Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers (Q2015659) (← links)
- A higher-order hidden Markov chain-modulated model for asset allocation (Q2434780) (← links)
- Sequential estimation of shape parameters in multivariate dynamic models (Q2453083) (← links)
- Dynamic asset allocation for varied financial markets under regime switching framework (Q2514717) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- An examination of HMM-based investment strategies for asset allocation (Q2862422) (← links)
- ASSET ALLOCATION AND ASSET PRICING IN THE FACE OF SYSTEMIC RISK: A LITERATURE OVERVIEW AND ASSESSMENT (Q2892981) (← links)
- Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model (Q3004474) (← links)
- Portfolio selection with higher moments (Q3568905) (← links)
- RISK SEEKING, NONCONVEX REMUNERATION AND REGIME SWITCHING (Q5249751) (← links)
- Asset allocation under threshold autoregressive models (Q5414497) (← links)