Mean-variance portfolio selection with regime switching under shorting prohibition (Q1755841): Difference between revisions
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Latest revision as of 08:32, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance portfolio selection with regime switching under shorting prohibition |
scientific article |
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Mean-variance portfolio selection with regime switching under shorting prohibition (English)
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11 January 2019
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portfolio selection
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regime switching
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shorting prohibition
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mean-variance
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