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"Discrete-time mean-variance portfolio optimization with Markov switching ..."

Michael Viriato Araujo, Oswaldo Luiz do Valle Costa (2006)

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DOI: 10.1109/ACC.2006.1655475

access: closed

type: Conference or Workshop Paper

metadata version: 2021-08-04

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  - conf/amcc/AraujoC06
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Michael Viriato Araujo, Oswaldo Luiz do Valle Costa:
Discrete-time mean-variance portfolio optimization with Markov switching parameters. ACC 2006

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