Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow (Q414601): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow |
scientific article |
Statements
Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow (English)
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11 May 2012
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regime switching
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mean-variance portfolio selection
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efficient frontier
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non-self-financing
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stochastic cash flow
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dynamic programming
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