#Mean-variance

Showing 1 of 1 repositories tagged #mean-variance, ranked by stars

GoalBasedAllocation

Dynamic mean-variance allocation under regime-switching jump-diffusions with wealth floors - fully analytical (SSRN 6534579)

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Related Topics

#asset-allocation #goal-based-investing #jump-diffusion #laplace-transform #portfolio-optimization #python #quantitative-finance #regime-switching #wealth-management