Mean-variance portfolio selection with regime switching under shorting prohibition (Q1755841)
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scientific article; zbMATH DE number 7000222
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| English | Mean-variance portfolio selection with regime switching under shorting prohibition |
scientific article; zbMATH DE number 7000222 |
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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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