Zhou, X., & Yin, G. (2003). Markowitz's mean-variance portfolio selection with regime switching: A continuous-time model.
Citación estilo ChicagoZhou, X., and G. Yin. Markowitz's Mean-variance Portfolio Selection with Regime Switching: A Continuous-time Model. 2003.
Cita MLAZhou, X., and G. Yin. Markowitz's Mean-variance Portfolio Selection with Regime Switching: A Continuous-time Model. 2003.
Warning: These citations may not always be 100% accurate.