The study of mean-variance risky asset management with state-dependent risk aversion under regime switching market
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Publication:2064422
DOI10.1155/2021/5476781zbMath1480.91270OpenAlexW3216483597MaRDI QIDQ2064422
Yu Yang, Shuang Li, Xiang-Yu Ge, Yan-Li Zhou, Yong-Hong Wu
Publication date: 5 January 2022
Published in: Journal of Function Spaces (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2021/5476781
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