"A generalized multi-period mean-variance portfolio optimization with ..."

Oswaldo L. V. Costa, Michael V. Araujo (2008)

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DOI: 10.1016/J.AUTOMATICA.2008.02.014

access: closed

type: Journal Article

metadata version: 2021-08-02

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Oswaldo L. V. Costa, Michael V. Araujo:
A generalized multi-period mean-variance portfolio optimization with Markov switching parameters. Autom. 44(10): 2487-2497 (2008)

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