Multi-period mean–variance portfolio selection with regime switching and a stochastic cash flow

✍ Scribed by Huiling Wu; Zhongfei Li

• Book ID: 113662498
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 497 KB
• Volume: 50
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/j.insmatheco.2012.01.003