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

University of Melbourne Researchers

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).