![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Author: Otranto Edoardo
Publisher: Routledge Ltd
ISSN: 1469-7688
Source: Quantitative Finance, Vol.10, Iss.3, 2010-03, pp. : 325-338
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Long-term strategic asset allocation with inflation risk and regime switching
By Siu Tak Kuen
Quantitative Finance, Vol. 11, Iss. 10, 2011-10 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Journal of Securities Operations & Custody, Vol. 6, Iss. 1, 2013-09 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Bounds of ruin probability for regime-switching models using time scale separation
By Yin G.
Scandinavian Actuarial Journal, Vol. 2006, Iss. 2, 2006-03 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Dynamic consumption and asset allocation with derivative securities
Quantitative Finance, Vol. 7, Iss. 2, 2007-04 ,pp. :