"A decomposition method for optimal portfolios with regime-switching and ..."

Jingzhen Liu, Ka Fai Cedric Yiu, Tak Kuen Siu (2012)

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DOI: 10.3233/RDA-2012-0070

access: closed

type: Journal Article

metadata version: 2020-09-01

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Jingzhen Liu, Ka Fai Cedric Yiu, Tak Kuen Siu:
A decomposition method for optimal portfolios with regime-switching and risk constraint. Risk Decis. Anal. 3(4): 269-276 (2012)

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