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Optimal mean-variance portfolio selection under regime-switching-induced stock price shocks

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Shi, Xiaomin, Xu, Zuo Quan
Formato:	Preprint
Publicado:	2025
Materias:	Portfolio Management Optimization and Control Probability Mathematical Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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