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Optimal investment for the insurers in Markov-modulated jump-diffusion models
Li, Jinzhi; Liu, Haiying - In: Computational economics 46 (2015) 1, pp. 143-156
Persistent link: https://www.econbiz.de/10011441047
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Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida; Boubaker, Heni; Belkacem, Lotfi - In: Computational economics 58 (2021) 2, pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
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International assets allocation with risk management via multi-stage stochastic programming
Yin, Libo; Han, Liyan - In: Computational economics 55 (2020) 2, pp. 385-405
Persistent link: https://www.econbiz.de/10012223636
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A linear stochastic programming model for optimal leveraged portfolio selection
Valladão, Davi Michel; Veiga, Alvaro; Street, Alexandre - In: Computational economics 51 (2018) 4, pp. 1021-1032
Persistent link: https://www.econbiz.de/10011972212
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A diffusion model for long-term optimization in the presence of stochastic interest and inflation rates
Mkaouar, Farid; Prigent, Jean-Luc; Abid, Ilyes - In: Computational economics 54 (2019) 1, pp. 367-417
Persistent link: https://www.econbiz.de/10012134192
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Approximating the solution of stochastic optimal control problems and the Merton's portfolio selection model
Kafash, Behzad - In: Computational economics 54 (2019) 2, pp. 763-782
Persistent link: https://www.econbiz.de/10012134353
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A new characterization of equilibrium in a multi-period finance economy : a computational viewpoint
Won, Dongchul - In: Computational economics 53 (2019) 1, pp. 367-396
Persistent link: https://www.econbiz.de/10012134686
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Debt portfolio management for an oil company under oil price uncertainty
Korotin, Vladimir; Ulchenkov, Arseniy; Islamov, Rustam - In: Computational economics 49 (2017) 2, pp. 289-306
Persistent link: https://www.econbiz.de/10011757594
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Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert; Ceffer, Attila; Levendovszky, János - In: Computational economics 49 (2017) 4, pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
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Pessimistic optimal choice for risk-averse agents : the continuous-time limit
Vitale, Paolo - In: Computational economics 49 (2017) 1, pp. 17-65
Persistent link: https://www.econbiz.de/10011751813