Portfolio selection in a regime switching market with a bankruptcy state and an uncertain exit-time: multi-period mean–variance formulation
Crossref DOI link: https://doi.org/10.1007/s12351-018-0372-7
Published Online: 2018-01-29
Published Print: 2020-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Keykhaei, Reza https://orcid.org/0000-0001-8723-7155
Text and Data Mining valid from 2018-01-29
Version of Record valid from 2018-01-29
Article History
Received: 6 August 2017
Revised: 17 November 2017
Accepted: 17 January 2018
First Online: 29 January 2018