Multi‐period mean‐variance portfolio selection in a regime‐switching market with a bankruptcy state (Q5417267)
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scientific article; zbMATH DE number 6296144
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi‐period mean‐variance portfolio selection in a regime‐switching market with a bankruptcy state |
scientific article; zbMATH DE number 6296144 |
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Multi‐period mean‐variance portfolio selection in a regime‐switching market with a bankruptcy state (English)
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16 May 2014
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multi-period mean variance
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optimal portfolio selection
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regime switching
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bankruptcy state
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efficient frontier
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