Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon
Crossref DOI link: https://doi.org/10.1007/s11424-023-1272-3
Published Online: 2023-04-19
Published Print: 2023-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chen, Tian
Liu, Ruyi
Wu, Zhen
Text and Data Mining valid from 2023-04-01
Version of Record valid from 2023-04-01
Article History
Received: 24 July 2021
Revised: 26 October 2021
First Online: 19 April 2023