Mean–variance portfolio selection with regime switching under shorting prohibition
Work
Year: 2016
Type: article
Source: Operations Research Letters
Authors Miao Zhang, Ping Chen
Institution The University of Melbourne
Cites: 7
Cited by: 5
Related to: 10
FWCI: 1.096
Citation percentile (by year/subfield): 77.58
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed