Pages that link to "Item:Q5407025"

The following pages link to Optimal Portfolios for Financial Markets with Wishart Volatility (Q5407025):

Displaying 18 items.

• On moment non-explosions for Wishart-based stochastic volatility models (Q323428) (← links)
• Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
• Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
• Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like (Q1624494) (← links)
• Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps (Q1627817) (← links)
• Optimal portfolios when variances and covariances can jump (Q1655780) (← links)
• Neutral and indifference pricing with stochastic correlation and volatility (Q1716937) (← links)
• Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications (Q1999688) (← links)
• Nash equilibria for relative investors via no-arbitrage arguments (Q2699026) (← links)
• The Explicit Laplace Transform for the Wishart Process (Q2923426) (← links)
• Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity (Q4554494) (← links)
• Optimal investment under multi-factor stochastic volatility (Q4555076) (← links)
• HARA utility maximization in a Markov-switching bond–stock market (Q4555174) (← links)
• International portfolio choice under multi-factor stochastic volatility (Q5079408) (← links)
• A stochastic volatility factor model of heston type. Statistical properties and estimation (Q5085832) (← links)
• Portfolio Optimization in Fractional and Rough Heston Models (Q5112724) (← links)
• Long-Term Optimal Investment in Matrix Valued Factor Models (Q5280243) (← links)
• Utility Maximization in Multivariate Volterra Models (Q5886358) (← links)