Simulating Portfolio Decisions under Uncertainty When the Risky Asset and Short Rate Are Modulated by an Inhomogeneous and Asset-Dependent Markov Chain

Literals

ou:urlOrcid
- https://doi.org/10.3390/math10162926
ou:eid
- 2-s2.0-85137392232
ou:bibtex
- @article{Vallejo_Jim_nez_2022, doi = {10.3390/math10162926}, url = {https://doi.org/10.3390%2Fmath10162926}, year = 2022, month = {aug}, publisher = {{MDPI} {AG}}, volume = {10}, number = {16}, pages = {2926}, author = {Benjam{\'{\i}}n Vallejo-Jim{\'{e}}nez and Francisco Venegas-Mart{\'{\i}}nez and Oscar V. De la Torre-Torres and Jos{\'{e}} {\'{A}}lvarez-Garc{\'{\i}}a}, title = {Simulating Portfolio Decisions under Uncertainty When the Risky Asset and Short Rate Are Modulated by an Inhomogeneous and Asset-Dependent Markov Chain}, journal = {Mathematics} }
dcterms:contributor
- Vallejo-Jimenez B.; Venegas-Martinez F.; De la Torre-Torres O.V.; Alvarez-Garcia J.
bibo:doi
- 10.3390/math10162926
dcterms:creator
- Vallejo-Jiménez B.
bibo:eissn
- 2227-7390
fabio:hasPublicationYear
- 2022
vivo:identifier
- 2022-605
dcterms:publisher
- Mathematics
ou:tipoPublicacion
- Article
dcterms:title
- Simulating Portfolio Decisions under Uncertainty When the Risky Asset and Short Rate Are Modulated by an Inhomogeneous and Asset-Dependent Markov Chain
vcard:url
- https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85137392232&origin=inward
ou:urlScopus
- https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85137392232&origin=inward
ou:vecesCitado
- 1
bibo:volume
- 10