Work

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

Year: 2011

Type: article

Source: Journal of Systems Science and Complexity

DOI: 10.1007/s11424-011-9184-z

Authors: Huiling Wu, Zhongfei Li

Institution: Sun Yat-sen University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2014411841

FWCI: 4.824

Cites: 21

Cited by: 44

Related to: 10