Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching (Q781061)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching |
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Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching (English)
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16 July 2020
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no-shorting constraint
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regime-switching
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mean-variance
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efficient frontier
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Riccati equation
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