Pages that link to "Item:Q1316597"
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The following pages link to Estimating the implicit interest rate of a risky asset (Q1316597):
Displayed 10 items.
- Robust parameter estimation for asset price models with Markov modulated volatilities (Q951363) (← links)
- Utility maximization with convex constraints and partial information (Q996765) (← links)
- Optimal consumption and investment under partial information (Q1029540) (← links)
- Drift and volatility estimation in discrete time (Q1389714) (← links)
- PORTFOLIO OPTIMIZATION, HIDDEN MARKOV MODELS, AND TECHNICAL ANALYSIS OF P&F-CHARTS (Q3022050) (← links)
- Moment based regression algorithms for drift and volatility estimation in continuous-time Markov switching models (Q3521273) (← links)
- Some applications of<i>M</i>-ary detection in quantitative finance (Q5189711) (← links)
- Multi-Period Asset Allocation Under Hidden Markovianly Driven Noises (Q5421608) (← links)
- Hidden Markov Filter Estimation of the Occurrence Time of an Event in a Financial Market (Q5707906) (← links)
- Optimal portfolio policies under bounded expected loss and partial information (Q5962146) (← links)