Uncertain exit time multi-period mean–variance portfolio selection with endogenous liabilities and Markov jumps

✍ Scribed by Yao, Haixiang; Lai, Yongzeng; Hao, Zhifeng

• Book ID: 121219204
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 593 KB
• Volume: 49
• Category: Article
• ISSN: 0005-1098
• DOI: 10.1016/j.automatica.2013.08.023