MULTI-PERIOD MEAN-VARIANCE PORTFOLIO SELECTION WITH MARKOVREGIME SWITCHING AND UNCERTAIN TIME-HORIZON

Huiling WU;Zhongfei LI

系统科学与复杂性(英文) ›› 2011, Vol. 24 ›› Issue (1) : 140-155.

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系统科学与复杂性(英文) ›› 2011, Vol. 24 ›› Issue (1) : 140-155. DOI: 10.1007/s11424-011-9184-z
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MULTI-PERIOD MEAN-VARIANCE PORTFOLIO SELECTION WITH MARKOVREGIME SWITCHING AND UNCERTAIN TIME-HORIZON

    Huiling WU(1), Zhongfei LI(2)
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MULTI-PERIOD MEAN-VARIANCE PORTFOLIO SELECTION WITH MARKOVREGIME SWITCHING AND UNCERTAIN TIME-HORIZON

    Huiling WU(1), Zhongfei LI(2)
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2011, 24(1): 140-155 https://doi.org/10.1007/s11424-011-9184-z
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2011, 24(1): 140-155 https://doi.org/10.1007/s11424-011-9184-z
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