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

Jun Fu, Jiaqin Wei, Hailiang Yang (2014)

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DOI: 10.1016/J.EJOR.2013.08.033

access: closed

type: Journal Article

metadata version: 2020-02-21

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Jun Fu, Jiaqin Wei, Hailiang Yang:
Portfolio optimization in a regime-switching market with derivatives. Eur. J. Oper. Res. 233(1): 184-192 (2014)

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