"Multi-period mean-variance portfolio selection in a regime-switching ..."

Reza Keykhaei (2021)

> Home

Details and statistics

DOI: 10.1504/IJMOR.2021.113591

access: closed

type: Journal Article

metadata version: 2021-07-19

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/ijmor/Keykhaei21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ijmor/Keykhaei21
Reza Keykhaei:
Multi-period mean-variance portfolio selection in a regime-switching market with a bankruptcy state and a state-dependent uncertain exit-time. Int. J. Math. Oper. Res. 18(3): 336-359 (2021)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.