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.

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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 ›› 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

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{{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

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