Multi-period mean–variance portfolio selection with regime switching and a stochastic cash flow☆

By Huiling Wu, Zhongfei Li. 2012

58 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/c9464f33b441aa79d258b219be6700a7a5642490