Quadratic risk minimization in a regime-switching model with portfolio constraints

Catherine Donnelly, Andrew Heunis

Research output: Contribution to journalArticlepeer-review

16 Citations (Scopus)
100 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Quadratic risk minimization in a regime-switching model with portfolio constraints'. Together they form a unique fingerprint.

INIS

Mathematics

Economics, Econometrics and Finance