Pages that link to "Item:Q378275"
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The following pages link to Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275):
Displaying 3 items.
- Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
- Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions (Q680494) (← links)
- Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market (Q5244295) (← links)
