Pages that link to "Item:Q659108"
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The following pages link to Continuous-time mean-variance portfolio selection with liability and regime switching (Q659108):
Displayed 9 items.
- Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability (Q322987) (← links)
- Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
- Optimal portfolio selection with liability management and Markov switching under constrained variance (Q636696) (← links)
- An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process (Q661250) (← links)
- A random parameter model for continuous-time mean-variance asset-liability management (Q1666339) (← links)
- Continuous-time mean-variance asset-liability management with hidden Markovian regime switching (Q1717734) (← links)
- Continuous-time mean-variance portfolio selection under the CEV process (Q1723934) (← links)
- Optimal investment-consumption strategy with liability and regime switching model under value-at-risk constraint (Q1740034) (← links)
- Optimal asset-liability management for an insurer under Markov regime switching jump-diffusion market (Q2398579) (← links)