Pages that link to "Item:Q4661699"
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The following pages link to Asset Allocation with Regime-Switching: Discrete-Time Case (Q4661699):
Displayed 4 items.
- Optimal investment-consumption strategy with liability and regime switching model under value-at-risk constraint (Q1740034) (← links)
- An optimal investment and consumption model with stochastic returns (Q3077453) (← links)
- Optimal asset allocation for outperforming a stochastic benchmark target (Q5039625) (← links)
- Multi‐period mean‐variance portfolio selection in a regime‐switching market with a bankruptcy state (Q5417267) (← links)