"Mean-variance portfolio selection under a non-Markovian regime-switching ..."

Tianxiao Wang, Jiaqin Wei (2019)

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DOI: 10.1016/J.CAM.2018.10.040

access: closed

type: Journal Article

metadata version: 2020-02-20

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Tianxiao Wang, Jiaqin Wei:
Mean-variance portfolio selection under a non-Markovian regime-switching model. J. Comput. Appl. Math. 350: 442-455 (2019)

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