Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits

✍ Scribed by Yin, G.; Zhou, X.Y.

• Book ID: 121281687
• Publisher: IEEE
• Year: 2004
• Tongue: English
• Weight: 323 KB
• Volume: 49
• Category: Article
• ISSN: 0018-9286
• DOI: 10.1109/TAC.2004.824479