Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon (Q545457)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon |
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Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon (English)
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22 June 2011
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dynamic programming
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Markov regime switching
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mean-variance
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portfolio selection
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uncertain time-horizon
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