"Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian ..."

Tian Chen, Ruyi Liu, Zhen Wu (2023)

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DOI: 10.1007/S11424-023-1272-3

access: closed

type: Journal Article

metadata version: 2023-09-30

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Tian Chen, Ruyi Liu, Zhen Wu:
Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon. J. Syst. Sci. Complex. 36(2): 457-479 (2023)

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