Optimal Portfolio Choice for Unobservable and Regime-Switching Mean Returns

Journal of Economic Dynamics and Control - Netherlands
doi 10.1016/s0165-1889(02)00106-9
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Optimal Portfolio Choice Under Regime Switching, Skew and Kurtosis Preferences

SSRN Electronic Journal
2003English

Growth Optimal Portfolio for Unobservable Markov-Modulated Markets

International Journal of Mathematics in Operational Research
ModelingDecision SciencesSimulation
2012English

Characteristic-Based Mean-Variance Portfolio Choice

Journal of Banking and Finance
EconomicsEconometricsFinance
2012English

Safety First Portfolio Choice Based on Financial and Sustainability Returns

European Journal of Operational Research
Information SystemsSimulationManagement ScienceManagementComputer ScienceModelingOperations Research
2012English

Euler-Maruyama Approximation for Mean-Reverting Regime Switching CEV Process

2016English

Optimal Dividend Distribution Under Markov Regime Switching

Finance and Stochastics
UncertaintyStatisticsFinanceProbability
2012English

Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice

Quarterly Journal of Finance
ManagementEconomicsStrategyEconometricsFinance
2013English

Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice

SSRN Electronic Journal
2000English

Optimal Portfolio Choice When Utility Depends on Health

International Journal of Economic Theory
EconomicsEconometrics
2010English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy