"Portfolio selection in a regime switching market with a bankruptcy state ..."

Reza Keykhaei (2020)

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DOI: 10.1007/S12351-018-0372-7

access: closed

type: Journal Article

metadata version: 2021-09-16

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Reza Keykhaei:
Portfolio selection in a regime switching market with a bankruptcy state and an uncertain exit-time: multi-period mean-variance formulation. Oper. Res. 20(3): 1231-1254 (2020)

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