Zhou, X., & Yin, G. (2003). Markowitz's mean-variance portfolio selection with regime switching: A continuous-time model.
Dyfyniad Arddull ChicagoZhou, X., and G. Yin. Markowitz's Mean-variance Portfolio Selection with Regime Switching: A Continuous-time Model. 2003.
Dyfyniad MLAZhou, X., and G. Yin. Markowitz's Mean-variance Portfolio Selection with Regime Switching: A Continuous-time Model. 2003.
Rhybudd: Mae'n bosib nad yw'r dyfyniadau hyn bob amser yn 100% cywir.