Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance portfolio selection under a non-Markovian regime-switching model |
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Mean-variance portfolio selection under a non-Markovian regime-switching model (English)
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24 January 2019
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mean-variance portfolio selection
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mean-field backward stochastic differential equations
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Markov chain
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regime-switching
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non-Markovian model
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