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"Mean-variance portfolio selection with regime switching under shorting ..."

Miao Zhang, Ping Chen (2016)

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DOI: 10.1016/J.ORL.2016.07.008

access: closed

type: Journal Article

metadata version: 2017-05-27

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Miao Zhang, Ping Chen:
Mean-variance portfolio selection with regime switching under shorting prohibition. Oper. Res. Lett. 44(5): 658-662 (2016)

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