# Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions

> Research article (SIAM Journal on Control and Optimization, 2019) · cited 31× · AI/ML

**Wikidata**: [openalex:W2976270921](https://www.wikidata.org/wiki/openalex:W2976270921)  
**Source**: https://4ort.xyz/entity/mean-variance-portfolio-selection-under-a-non-markovian-regime-switching-model-time-consistent-solutions