Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits (Q5273707): Difference between revisions
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Latest revision as of 20:36, 5 March 2024
scientific article; zbMATH DE number 6743068
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits |
scientific article; zbMATH DE number 6743068 |
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Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits (English)
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12 July 2017
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