Equilibrium strategy for a multi-period weighted mean-variance portfolio selection in a Markov regime-switching market with uncertain time-horizon and a stochastic cash flow (Q6161000)
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scientific article; zbMATH DE number 7701382
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium strategy for a multi-period weighted mean-variance portfolio selection in a Markov regime-switching market with uncertain time-horizon and a stochastic cash flow |
scientific article; zbMATH DE number 7701382 |
Statements
Equilibrium strategy for a multi-period weighted mean-variance portfolio selection in a Markov regime-switching market with uncertain time-horizon and a stochastic cash flow (English)
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26 June 2023
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uncertain time-horizon
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Markov regime-switching
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stochastic cash flow
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multi-period weighted mean-variance portfolio selection
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equilibrium strategy
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equilibrium efficient frontier
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