Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon

CHEN Tian, LIU Ruyi, WU Zhen

系统科学与复杂性(英文) ›› 2023, Vol. 36 ›› Issue (2) : 457-479.

PDF(344 KB)
中国科学院数学与系统科学研究院期刊网
JSSC
PDF(344 KB)
系统科学与复杂性(英文) ›› 2023, Vol. 36 ›› Issue (2) : 457-479. DOI: 10.1007/s11424-023-1272-3

Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon

    CHEN Tian1, LIU Ruyi2, WU Zhen3
作者信息 +

Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon

    CHEN Tian1, LIU Ruyi2, WU Zhen3
Author information +
文章历史 +

本文亮点

{{article.keyPoints_cn}}

HeighLight

{{article.keyPoints_en}}

摘要

{{article.zhaiyao_cn}}

Abstract

{{article.zhaiyao_en}}

关键词

Key words

本文二维码

引用本文

EndNote

Ris (Procite)

Bibtex

导出引用
{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2023, 36(2): 457-479 https://doi.org/10.1007/s11424-023-1272-3
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2023, 36(2): 457-479 https://doi.org/10.1007/s11424-023-1272-3
中图分类号：

参考文献

原文顺序 | 文献年度倒序 | 文中引用次数倒序

参考文献

{{article.reference}}

基金

版权

{{article.copyrightStatement_cn}}
{{article.copyrightLicense_cn}}
PDF(344 KB)

Accesses

Citation

Detail
段落导航
相关文章

/

〈 〉