Mean-variance portfolio selection with only risky assets under regime switching
Year of publication: |
April 2017
|
---|---|
Authors: | Zhang, Miao ; Chen, Ping ; Yao, Haixiang |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 62.2017, p. 35-42
|
Subject: | Portfolio selection | Multiple risky assets | Regime switching | No risk-free asset | Mean-variance | Portfolio-Management | Theorie | Theory | Risiko | Risk |
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