"Mean-Variance Portfolio Selection with a Stochastic Cash Flow in a ..."

Huiling Wu (2013)

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DOI: 10.1007/S10957-013-0292-X

access: closed

type: Journal Article

metadata version: 2020-04-07

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Huiling Wu:
Mean-Variance Portfolio Selection with a Stochastic Cash Flow in a Markov-switching Jump-Diffusion Market. J. Optim. Theory Appl. 158(3): 918-934 (2013)

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