Multi-period mean-variance portfolio optimization in Markovian regime-switching markets with market path-dependent uncertain exit time
Crossref DOI link: https://doi.org/10.1007/s12597-024-00888-5
Published Online: 2024-12-16
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Keykhaei, Reza https://orcid.org/0000-0003-1057-297X
Text and Data Mining valid from 2024-12-16
Version of Record valid from 2024-12-16
Article History
Accepted: 28 November 2024
First Online: 16 December 2024
Declarations
:
: The author has no Conflict of interest to declare.