Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits (Q5273707)
From MaRDI portal
scientific article; zbMATH DE number 6743068
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits |
scientific article; zbMATH DE number 6743068 |
Statements
Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits (English)
0 references
12 July 2017
0 references
