Growth Optimal Portfolio for Unobservable Markov-Modulated Markets

International Journal of Mathematics in Operational Research - Switzerland
doi 10.1504/ijmor.2012.044471
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Inderscience Publishers

Related search

Portfolio Optimization With Unobservable Markov-Modulated Drift Process

Journal of Applied Probability
MathematicsStatisticsUncertaintyProbability
2005English

Optimal Portfolio Choice for Unobservable and Regime-Switching Mean Returns

Journal of Economic Dynamics and Control
ControlApplied MathematicsOptimizationEconometricsEconomics
2003English

Simulation-Based Optimal Portfolio Selection Strategy—Evidence From Asian Markets

Applied Economics and Finance
2018English

Optimal Hedging in Carbon Emission Markets Using Markov Regime Switching Models

Journal of International Financial Markets, Institutions and Money
EconomicsEconometricsFinance
2016English

Exit Problems for Reflected Markov-Modulated Brownian Motion

Journal of Applied Probability
MathematicsStatisticsUncertaintyProbability
2012English

Approximating the Growth Optimal Portfolio With a Diversified World Stock Index

Journal of Risk Finance
AccountingFinance
2006English

Markov-Modulated Single-Server Queueing Systems

Journal of Applied Probability
MathematicsStatisticsUncertaintyProbability
1994English

Barrier Option Pricing for Assets With Markov-Modulated Dividends

Journal of Computational Finance
Applied MathematicsComputer Science ApplicationsFinance
2006English

Portfolio Optimization in Secondary Spectrum Markets

2011English

Amanote Research

Note-taking for researchers

Follow Amanote

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

Privacy PolicyRefund Policy