Portfolio selection in the enlarged Markovian regime-switching market

Xin Zhang, Tak Kuen Siu, Qingbin Meng*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

20 Citations (Scopus)
32 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Portfolio selection in the enlarged Markovian regime-switching market'. Together they form a unique fingerprint.

Mathematics