Multi-period mean-variance portfolio selection with Markov...

Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon

Huiling Wu, Zhongfei Li
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Volume:
24
Language:
english
Pages:
16
DOI:
10.1007/s11424-011-9184-z
Date:
February, 2011
File:
PDF, 235 KB
english, 2011
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