Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow (Q414601)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow |
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)
0 references
11 May 2012
0 references
regime switching
0 references
mean-variance portfolio selection
0 references
efficient frontier
0 references
non-self-financing
0 references
stochastic cash flow
0 references
dynamic programming
0 references
0 references
0 references
0 references
0 references
0 references
