Optimal Investment in Multidimensional Markov-modulated Affine Models: Theory and Examples

Document type:: Zeitschriftenaufsatz
Author(s):: Escobar, M.; Neykova, D.; Zagst, R.
Non-TUM Co-author(s):: ja
Cooperation:: -
Title:: Optimal Investment in Multidimensional Markov-modulated Affine Models: Theory and Examples
Intellectual Contribution:: Discipline-based Research
Journal title:: Annals of Finance
Journal listet in FT50 ranking:: nein
Year:: 2015
Journal volume:: 11
Journal issue:: 3
Pages contribution:: 503-530
Fulltext / DOI:: doi:10.1007/s10436-015-0268-y
Judgement review:: 0
Key publication:: Nein
Peer reviewed:: Ja
Commissioned:: not commissioned
Technology:: Nein
Interdisciplinarity:: Nein
Mission statement:: ;
Ethics and Sustainability:: Nein
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