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

Huiling WU;Zhongfei LI

Journal of Systems Science & Complexity ›› 2011, Vol. 24 ›› Issue (1) : 140-155.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 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

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2011, 24(1): 140-155 https://doi.org/10.1007/s11424-011-9184-z

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