Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow
Huiling Wu; Zhongfei Li
| Year of publication: |
2012
|
|---|---|
| Authors: | Wu, Huiling ; Li, Zhongfei |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 50.2012, 3, p. 371-384
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Cash Flow | Cash flow |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009544166