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Article: Portfolio optimization in a regime-switching market with derivatives

TitlePortfolio optimization in a regime-switching market with derivatives
Authors
Issue Date2014
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ejor
Citation
European Journal of Operational Research, 2014, v. 233 n. 1, p. 184-192 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/198103
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorFu, Jen_US
dc.contributor.authorWei, Jen_US
dc.contributor.authorYang, Hen_US
dc.date.accessioned2014-06-25T02:47:09Z-
dc.date.available2014-06-25T02:47:09Z-
dc.date.issued2014en_US
dc.identifier.citationEuropean Journal of Operational Research, 2014, v. 233 n. 1, p. 184-192en_US
dc.identifier.urihttp://hdl.handle.net/10722/198103-
dc.languageengen_US
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ejor-
dc.relation.ispartofEuropean Journal of Operational Researchen_US
dc.rightsNOTICE: this is the author’s version of a work that was accepted for publication in European Journal of Operational Research. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in European Journal of Operational Research, 2014, v. 233 n. 1, p. 184-192. DOI: 10.1016/j.ejor.2013.08.033-
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.titlePortfolio optimization in a regime-switching market with derivativesen_US
dc.typeArticleen_US
dc.identifier.emailYang, H: hlyang@hkusua.hku.hken_US
dc.identifier.authorityYang, H=rp00826en_US
dc.description.naturepostprint-
dc.identifier.doi10.1016/j.ejor.2013.08.033en_US
dc.identifier.hkuros229404en_US
dc.identifier.volume233en_US
dc.identifier.spage184en_US
dc.identifier.epage192en_US
dc.identifier.isiWOS:000326359600017-

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