Pages that link to "Item:Q2467050"
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The following pages link to Optimal investment-consumption strategy in a discrete-time model with regime switching (Q2467050):
Displaying 11 items.
- Continuous-time mean-variance portfolio selection with liability and regime switching (Q659108) (← links)
- Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (Q1656433) (← links)
- Possibilistic individual multi-period consumption-investment models (Q1677108) (← links)
- Multiperiod Telser's safety-first portfolio selection with regime switching (Q1726995) (← links)
- Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
- Optimal investment-consumption strategy with liability and regime switching model under value-at-risk constraint (Q1740034) (← links)
- Multi-period defined contribution pension funds investment management with regime-switching and mortality risk (Q2374101) (← links)
- Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase (Q2423292) (← links)
- An optimal investment and consumption model with stochastic returns (Q3077453) (← links)
- Multiperiod Optimal Investment-Consumption Strategies with Mortality Risk and Environment Uncertainty (Q5022523) (← links)
- Multi‐period mean‐variance portfolio selection in a regime‐switching market with a bankruptcy state (Q5417267) (← links)
