Generalized mean-variance portfolio selection model with regime switching (2008)
Source: 17 IFAC : proceedings.. Conference titles: World Congress the International Federation of Automatic Control. Unidade: EP
Assunto: CADEIAS DE MARKOV
ABNT
COSTA, Oswaldo Luiz do Valle e ARAUJO, Michael Viriato. Generalized mean-variance portfolio selection model with regime switching. 2008, Anais.. Seoul: IFAC, 2008. . Acesso em: 10 fev. 2026.APA
Costa, O. L. do V., & Araujo, M. V. (2008). Generalized mean-variance portfolio selection model with regime switching. In 17 IFAC : proceedings.. Seoul: IFAC.NLM
Costa OL do V, Araujo MV. Generalized mean-variance portfolio selection model with regime switching. 17 IFAC : proceedings. 2008 ;[citado 2026 fev. 10 ]Vancouver
Costa OL do V, Araujo MV. Generalized mean-variance portfolio selection model with regime switching. 17 IFAC : proceedings. 2008 ;[citado 2026 fev. 10 ]
