Pages that link to "Item:Q286277"
From MaRDI portal
The following pages link to Continuous-time mean-variance portfolio selection with random horizon in an incomplete market (Q286277):
Displaying 5 items.
- Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (Q781093) (← links)
- Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market (Q5244295) (← links)
- Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon (Q6076813) (← links)
- Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)
- Equilibrium investment-reinsurance strategy under information asymmetry and random horizon (Q6496486) (← links)