Pages that link to "Item:Q5273707"
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The following pages link to Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits (Q5273707):
Displayed 29 items.
- Asymptotic properties of hybrid random processes modulated by Markov chains (Q419985) (← links)
- Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon (Q545457) (← links)
- Optimal control of the risk process in a regime-switching environment (Q642895) (← links)
- An M-ary detection approach for asset allocation (Q660845) (← links)
- Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization (Q664261) (← links)
- Optimal stopping behavior of equity-linked investment products with regime switching (Q817296) (← links)
- Portfolio optimization in a semi-Markov modulated market (Q843965) (← links)
- Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
- Multi-period optimization portfolio with bankruptcy control in stochastic market (Q876610) (← links)
- Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems (Q880408) (← links)
- Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization (Q885779) (← links)
- Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching (Q937465) (← links)
- A unified design for state and output feedback \(H_\infty \) control of nonlinear stochastic Markovian jump systems with state and disturbance-dependent noise (Q976247) (← links)
- Optimal portfolios with regime switching and value-at-risk constraint (Q976262) (← links)
- A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (Q1004111) (← links)
- Robust optimal portfolio choice under Markovian regime-switching model (Q1023980) (← links)
- Portfolio selection in stochastic markets with exponential utility functions (Q1026576) (← links)
- Portfolio selection with jumps under regime switching (Q1958452) (← links)
- Multiperiod mean-variance optimization with intertemporal restrictions (Q2471098) (← links)
- Dynamic control of the investment portfolio in the jump-diffusion financial market with regime switching (Q2487604) (← links)
- Portfolio optimization in stochastic markets (Q2500788) (← links)
- On the notion of weak stability and related issues of hybrid diffusion systems (Q2643426) (← links)
- Asymptotic Expansions for Solutions of Systems of Kolmogorov Backward Equations of Two-Time-Scale Switching Jump Diffusions (Q2890077) (← links)
- An optimal investment and consumption model with stochastic returns (Q3077453) (← links)
- Asymptotic properties of Markov-modulated random sequences with fast and slow timescales (Q3080996) (← links)
- Weak convergence of Markov-modulated random sequences (Q3080998) (← links)
- Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market (Q3168704) (← links)
- Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise (Q5323281) (← links)
- Multi-Period Asset Allocation Under Hidden Markovianly Driven Noises (Q5421608) (← links)
