Pages that link to "Item:Q3393971"
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The following pages link to EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (Q3393971):
Displaying 50 items.
- A stochastic flows approach for asset allocation with hidden economic environment (Q274851) (← links)
- Investment-consumption with regime-switching discount rates (Q459181) (← links)
- A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272) (← links)
- Explicit formula for the optimal government debt ceiling (Q513084) (← links)
- Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching (Q781061) (← links)
- Utility indifference valuation of corporate bond with rating migration risk (Q889421) (← links)
- Dynamic credit investment in partially observed markets (Q889624) (← links)
- Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
- Optimal portfolios with regime switching and value-at-risk constraint (Q976262) (← links)
- Optimal portfolio and consumption rule with a CIR model under HARA utility (Q1655923) (← links)
- Possibilistic individual multi-period consumption-investment models (Q1677108) (← links)
- Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195) (← links)
- Continuous-time mean-variance asset-liability management with hidden Markovian regime switching (Q1717734) (← links)
- Optimal investment-consumption strategy with liability and regime switching model under value-at-risk constraint (Q1740034) (← links)
- Stochastic impulse control with regime-switching dynamics (Q1753526) (← links)
- Mean-variance portfolio selection with regime switching under shorting prohibition (Q1755841) (← links)
- Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach (Q1787328) (← links)
- Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428) (← links)
- Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns (Q2034839) (← links)
- Pandemic portfolio choice (Q2083972) (← links)
- Optimal convergence trading with unobservable pricing errors (Q2241060) (← links)
- Optimal bitcoin trading with inverse futures (Q2241555) (← links)
- Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest (Q2252244) (← links)
- Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241) (← links)
- A regime switching model for temperature modeling and applications to weather derivatives pricing (Q2299383) (← links)
- Portfolio selection with regime-switching and state-dependent preferences (Q2332675) (← links)
- Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model (Q2358467) (← links)
- Funding and investment decisions in a stochastic defined benefit pension plan with regime switching (Q2393667) (← links)
- Time-inconsistent optimal control problems with regime-switching (Q2411029) (← links)
- Optimal financing and dividend strategies with time inconsistency in a regime switching economy (Q2424582) (← links)
- Dividend optimization for regime-switching general diffusions (Q2513600) (← links)
- Optimal investment and risk control policies for an insurer: expected utility maximization (Q2513618) (← links)
- Explicit solutions of optimal consumption, investment and insurance problems with regime switching (Q2513631) (← links)
- Optimal Control of Uncertain Stochastic Systems with Markovian Switching and Its Applications to Portfolio Decisions (Q2790365) (← links)
- WORST-CASE PORTFOLIO OPTIMIZATION IN A MARKET WITH BUBBLES (Q2800049) (← links)
- An HMM approach for optimal investment of an insurer (Q2864634) (← links)
- Optimal investment-reinsurance with dynamic risk constraint and regime switching (Q2868609) (← links)
- A FINITE-HORIZON OPTIMAL INVESTMENT AND CONSUMPTION PROBLEM USING REGIME-SWITCHING MODELS (Q2874733) (← links)
- Utility Maximization in a Regime Switching Model with Convex Portfolio Constraints and Margin Requirements: Optimality Relations and Explicit Solutions (Q2945607) (← links)
- PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING (Q2947343) (← links)
- REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING (Q2968279) (← links)
- HARA utility maximization in a Markov-switching bond–stock market (Q4555174) (← links)
- PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856) (← links)
- OPTIMAL ASSET ALLOCATION WITH STOCHASTIC INTEREST RATES IN REGIME-SWITCHING MODELS (Q4584699) (← links)
- Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information (Q4968923) (← links)
- A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection (Q5080645) (← links)
- Robust optimal R&D investment under technical uncertainty in a regime-switching environment (Q5085234) (← links)
- Equilibrium strategies for time-inconsistent stochastic switching systems (Q5107969) (← links)
- Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching (Q5145602) (← links)
- OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS (Q5164391) (← links)
