"Optimal mean-variance portfolio selection with uncertain time horizon in a ..."

Reza Keykhaei (2025)

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DOI: 10.1504/IJMOR.2025.145756

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type: Journal Article

metadata version: 2025-07-31

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Reza Keykhaei:
Optimal mean-variance portfolio selection with uncertain time horizon in a regime-switching market when asset returns are market path-dependent. Int. J. Math. Oper. Res. 30(3): 392-414 (2025)

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