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Combination schemes for turning point predictions
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2012
Persistent link: https://www.econbiz.de/10009524199
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Optimal portfolio choice under decision-based model combinations
Pettenuzzo, Davide; Ravazzolo, Francesco - 2014
Persistent link: https://www.econbiz.de/10010434558
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Implementing the zero lower bound in an estimated regime-switching DSGE model
Binning, Andrew; Maih, Junior - 2016
Persistent link: https://www.econbiz.de/10011449725
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Applying flexible parameter restrictions in Markov-Switching vector autoregression models
Binning, Andrew; Maih, Junior - 2015
Persistent link: https://www.econbiz.de/10011410311
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Modelling occasionally binding constraints using regime-switching
Binning, Andrew; Maih, Junior - 2017
Persistent link: https://www.econbiz.de/10011753681
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Risk filtering and risk-averse control of Markovian systems subject to model uncertainty
Bielecki, Tomasz R.; Cialenco, Igor; Ruszczyński, … - In: Mathematical methods of operations research : ZOR 98 (2023) 2, pp. 231-268
Persistent link: https://www.econbiz.de/10014423851
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Portfolio choice when managers control returns
Matsen, Egil - 2005
Persistent link: https://www.econbiz.de/10003228779
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First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function
Kern, Patrick; Simroth, Axel; Zähle, Henryk - In: Mathematical methods of operations research : ZOR 92 (2020) 1, pp. 165-197
Persistent link: https://www.econbiz.de/10012301681