Equilibrium strategy for a multi-period weighted mean-variance portfolio selection in a Markov regime-switching market with uncertain time-horizon and a stochastic cash flow

Hao Ge, Xingyi Li, Xun Li, Zhongfei Li

Research output: Journal article publicationJournal articleAcademic researchpeer-review

3 Citations (Scopus)

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Economics, Econometrics and Finance