On mean-variance portfolio selection under a hidden Markovian regime-switching model
Robert J. Elliott; Tak Kuen Siu
| Year of publication: |
2010
|
|---|---|
| Authors: | Elliott, Robert J. ; Siu, Tak Kuen ; Badescu, Alex |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 27.2010, 3, p. 678-686
|
| Subject: | Portfolio-Management | Portfolio selection |
| 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/10003995557