Pages that link to "Item:Q4911230"

The following pages link to Long-term strategic asset allocation with inflation risk and regime switching (Q4911230):

Displaying 11 items.

• A stochastic flows approach for asset allocation with hidden economic environment (Q274851) (← links)
• Optimal portfolios with maximum value-at-risk constraint under a hidden Markovian regime-switching model (Q340669) (← links)
• Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (Q781093) (← links)
• The optimal mean variance problem with inflation (Q894986) (← links)
• Agent's optimal compensation under inflation risk by using dynamic contract model (Q2121174) (← links)
• Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
• Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model (Q2358467) (← links)
• Optimal mean-variance efficiency of a family with life insurance under inflation risk (Q2374108) (← links)
• Optimal consumption, leisure and job choice under inflationary environment (Q2687681) (← links)
• A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050) (← links)
• DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING (Q5416702) (← links)