Journal article
Mean-variance portfolio selection with only risky assets under regime switching
Miao Zhang, Ping Chena, Haixiang Yao
Economic Modelling | ELSEVIER SCIENCE BV | Published : 2017
Grants
Awarded by National Natural Science Foundation of China
Awarded by China Postdoctoral Science Foundation
Awarded by Philosophy and Social Science Foundation of Guangzhou
Awarded by Humanities and Social Science Research Foundation of the National Ministry of Education of China
Funding Acknowledgements
We are deeply grateful to the anonymous referees for constructive comments. This research was supported by the National Natural Science Foundation of China (No 71471045), the China Postdoctoral Science Foundation (No. 2014M560658, 2015T80896), the Philosophy and Social Science Foundation of Guangzhou (No. 14G42) the Humanities and Social Science Research Foundation of the National Ministry of Education of China (Project No. 15YJAZI1051).