Portfolio optimization in a regime-switching market with...

European Journal of Operational Research 2014 / 02 Vol. 233; Iss. 1

Portfolio optimization in a regime-switching market with derivatives

Fu, Jun, Wei, Jiaqin, Yang, Hailiang
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Volume:
233
Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2013.08.033
Date:
February, 2014
File:
PDF, 479 KB
english, 2014
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