Mean-variance portfolio selection under regime-switching diffusion asset models: a two-time-scale limit (Q4925752)
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scientific article; zbMATH DE number 6174819
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| English | Mean-variance portfolio selection under regime-switching diffusion asset models: a two-time-scale limit |
scientific article; zbMATH DE number 6174819 |
Statements
12 June 2013
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0.8338133096694946
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0.8322434425354004
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0.8318455219268799
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0.8287467956542969
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