Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon (Q545457)

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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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