scientific article; zbMATH DE number 6401693

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zbMath1313.91162MaRDI QIDQ5497710

Yan Zeng, Ling Zhang

Publication date: 11 February 2015

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

portfolio selection Lagrange approach hidden Markov regime switching

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of mathematical programming (90C90) Portfolio theory (91G10)

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