Portfolio Optimization in the Financial Market with Regime Switching Under Constraints, Transaction Costs and Different Rates for Borrowing and Lending
Dombrovskii, Vladimir, Obedko, TatyanaYear:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2504962
File:
PDF, 375 KB
english, 2014