Mean-variance portfolio selection in Markov-switching jump-diffusion market for risk model (Q2992989)
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scientific article; zbMATH DE number 6611704
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| English | Mean-variance portfolio selection in Markov-switching jump-diffusion market for risk model |
scientific article; zbMATH DE number 6611704 |
Statements
10 August 2016
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mean-variance
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portfolio selection
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Markov chain
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risk model
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0.8732733130455017
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0.8627781867980957
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0.8562861680984497
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0.8327600359916687
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