On mean-variance portfolio selection under a hidden Markovian regime-switching model
| Year of publication: |
2010
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|---|---|
| Authors: | Vouldis, Angelos T. ; Michaelides, Panayotis G. ; Tsionas, Efthymios G. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 27.2010, 3, p. 678-687
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