Dynamic asset allocation with multiple regime-switching markets
Jianmin Shi
| Year of publication: |
2023
|
|---|---|
| Authors: | Shi, Jianmin |
| Subject: | compound Markov chains | continuous time | dual regime-switching diffusion | Merton model | optimal control | Markov-Kette | Markov chain | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Dynamische Optimierung | Dynamic programming | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2504 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014253444