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

CHEN Tian, LIU Ruyi, WU Zhen

Journal of Systems Science & Complexity ›› 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)
Journal of Systems Science & Complexity ›› 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

  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2023, 36(2): 457-479 https://doi.org/10.1007/s11424-023-1272-3

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(344 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉