Pages that link to "Item:Q2947343"
From MaRDI portal
The following pages link to PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING (Q2947343):
Displayed 5 items.
- Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
- Optimal convergence trading with unobservable pricing errors (Q2241060) (← links)
- WORST-CASE PORTFOLIO OPTIMIZATION IN A MARKET WITH BUBBLES (Q2800049) (← links)
- HARA utility maximization in a Markov-switching bond–stock market (Q4555174) (← links)
- PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856) (← links)