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Mean–Variance Portfolio Selection in a Markovian Regime-Switching Market When the Uncertain Time Horizon is a Stopping Time of Market State Filtration: A Multi-period Model

Crossref DOI link: https://doi.org/10.1007/s40305-024-00559-8

Published Online: 2024-11-06

Update policy: https://doi.org/10.1007/springer_crossmark_policy

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