Mean-variance portfolio selection with regime switching under shorting prohibition (Q1755841): Difference between revisions

@@ Property / DOI @@
-.1016/j.orl.2016.07.008
@@ Property / DOI: 10.1016/j.orl.2016.07.008 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.orl.2016.07.008
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@@ Property / OpenAlex ID @@
+W2491396281
@@ Property / OpenAlex ID: W2491396281 / rank @@
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@@ Property / cites work @@
+Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
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+EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING
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+Investment-Consumption Models with Transaction Fees and Markov-Chain Parameters
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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+Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
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@@ Property / DOI @@
+.1016/J.ORL.2016.07.008
@@ Property / DOI: 10.1016/J.ORL.2016.07.008 / rank @@
+Normal rank