PORTFOLIO SELECTION WITH TRANSACTION COSTS IN A REGIME SWITCHING MODEL

PORTFOLIO SELECTION WITH TRANSACTION COSTS IN A REGIME SWITCHING MODEL

Bachelor's

Saved in:

書目詳細資料
主要作者:	LI WENYI
其他作者:	MATHEMATICS
格式:	Theses and Dissertations
出版:	2021
在線閱讀:	https://scholarbank.nus.edu.sg/handle/10635/202630
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	National University of Singapore

相似書籍

PORTFOLIO SELECTION IN A REGIME SWITCHING MARKET
由: FU XIANG
出版: (2021)

Finite Horizon Portfolio Selection with Transaction Costs
由: LI PEIFAN
出版: (2010)

Transaction cost optimization for online portfolio selection
由: LI, Bin, et al.
出版: (2018)

Transaction cost optimization for online portfolio selection
由: LI, Bin, et al.
出版: (2017)

PORTFOLIO SELECTION WITH CAPITAL GAIN TAXES AND REGIME SWITCHING
由: WEN SHISI
出版: (2021)

PORTFOLIO SELECTION WITH TRANSACTION COSTS AND CAPITAL GAINS TAXES
由: LEI YAOTING
出版: (2015)

PORTFOLIO OPTIMIZATION WITH TRANSACTION COSTS
由: LIN YONGXUE
出版: (2021)

OPTIMAL PORTFOLIO SELECTION WITH TRANSACTION COSTS AND CAPITAL GAINS TAX
由: CAO WEI
出版: (2021)

Discrete-time mean-variance portfolio selection with transaction costs
由: XIONG DAN
出版: (2010)

Finite Horizon Trading Strategy with Transaction Costs and Exponential Utility in a Regime Switching Market
由: XU SHANGHUA
出版: (2011)

Semi-universal portfolios with transaction costs
由: HUANG, Dingjiang, et al.
出版: (2015)

ADDRESSING THE REGIME-SWITCHING AND BLACK-LITTERMAN MODELS IN PORTFOLIO OPTIMIZATION
由: TAN YUE KIAT
出版: (2021)

VAR OPTIMAL PORTFOLIO WITH TRANSACTION COSTS
由: MAI AIJING
出版: (2021)

MULTIPERIOD PORTFOLIO OPTIMIZATION WITH TRANSACTION COSTS
由: FU YINGHUI
出版: (2013)

PORTFOLIO SELECTION WITH PROPORTIONAL TRANSACTION
由: WANG BEN
出版: (2021)

Is regime switching in stock returns important in portfolio decisions?
由: Jun TU,
出版: (2010)

PORTFOLIO OPTIMIZATION WITH FIXED TRANSACTION COSTS AND TAXES
由: ZHANG YIXIN
出版: (2021)

Stochastic optimal control for financial portfolio with transaction costs
由: CHUONG PIERRE
出版: (2010)

Swaption portfolio risk management: Optimal model selection in different interest rate regimes
由: NEO, Poh Ling, et al.
出版: (2019)

Portfolio Revision under Mean-Variance and Mean-CVaR with Transaction Costs
由: CHEN, Andrew, et al.
出版: (2012)

Optimal dynamic mean–variance portfolio subject to proportional transaction costs and no-shorting constraint
由: Pun, Chi Seng, et al.
出版: (2022)

Data-driven distributionally robust CVaR portfolio optimization under a regime-switching ambiguity set
由: Pun, Chi Seng, et al.
出版: (2024)

A bayesian change point with regime switching model
由: P. Pastpipatkul, et al.
出版: (2018)

A Markov-Switching Model with Mixture Distribution Regimes
由: Paravee Maneejuk, et al.
出版: (2018)

A bayesian change point with regime switching model
由: Pastpipatkul P., et al.
出版: (2017)

Trend following trading under a regime switching model
由: Dai, M., et al.
出版: (2014)

Optimal stopping and sensitivity analysis in regime switching models
由: Liu, Yue
出版: (2015)

Inference on dengue epidemics with Bayesian regime switching models.
由: Lim, Jue Tao, et al.
出版: (2020)

OPTIMAL INVESTMENT WITH TRANSACTION COSTS
由: LI SI YANG
出版: (2021)

Impacts of market impact cost on portfolio selection strategies
由: Tang, Jingxiang
出版: (2021)

Continuous-time markowitz's model with transaction costs
由: Dai, M., et al.
出版: (2014)

Markov Regime Switching Models of Currency Crises in Southeast Asia
由: Mariano, Roberto S.
出版: (2002)

Jumps and regime switching in commodity prices
由: TANMAY SATPATHY
出版: (2012)

OPTIMAL INVESTMENT WITH TRANSACTION COSTS IN JUMP DIFFUSION MODEL
由: ZHANG XIAOOU
出版: (2021)

LEVERAGE MANAGEMENT WITH TRANSACTION COSTS
由: ZHANG ZHIWEN
出版: (2021)

Transaction Costs in Common Ownership
由: Khoo, Kenneth
出版: (2023)

Modelling the conditional volatility of commodity index futures as a regime switching process
由: Fong, W.M., et al.
出版: (2013)

Time-varying beta estimation in CAPM under the regime-switching Model
由: Roengchai Tansuchat, et al.
出版: (2018)

Time-varying beta estimation in CAPM under the regime-switching Model
由: Roengchai Tansuchat, et al.
出版: (2018)

Univariate and Multivariate Markov Regime Switching Models for Currency Crisis Prediction
由: Mariano, Roberto S.
出版: (2003)