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Publication:2992989
zbMATH Open1349.91165MaRDI QIDQ2992989
Publication date: 10 August 2016
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Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)
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Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market ⋮ Mean-variance portfolio selection under a non-Markovian regime-switching model ⋮ Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes
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