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Mean–variance portfolio selection under a non-Markovian regime-switching model

Research article (Journal of Computational and Applied Mathematics, 2018) · cited 20× · AI/ML
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Mean–variance portfolio selection under a non-Markovian regime-switching model

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Mean–variance portfolio selection under a non-Markovian regime-switching model is a scholarly article[1].

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  1. [1] ↑ . Wikidata. wikidata.org.

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APA 4ort.xyz Knowledge Graph. (2026). Mean–variance portfolio selection under a non-Markovian regime-switching model. Retrieved May 24, 2026, from https://4ort.xyz/entity/meanvariance-portfolio-selection-under-a-non-markovian-regime-switching-model
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BibTeX @misc{4ortxyz_meanvariance-portfolio-selection-under-a-non-markovian-regime-switching-model_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{Mean–variance portfolio selection under a non-Markovian regime-switching model}}, year = {2026}, url = {https://4ort.xyz/entity/meanvariance-portfolio-selection-under-a-non-markovian-regime-switching-model}, note = {Accessed: 2026-05-24}}
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