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Optim. Theory Appl. 202 (2024) 878–896.
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regime-switching market, J. Econom. Dynam. Control 158 (2024) 104787.
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dependent exit probability, Econ. Model. 36 (2014) 69–78.
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portfolio optimization with the serially correlated returns, Comm. Statist. Theory Methods 49
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variance formulation, Syst. Eng. Theory Pract. 18 (2008) 123–131.
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Markov market, Int. Rev. Financial Anal. 84 (2022) 102371.
[30] L. Zhang, Z. Li, Multi-period mean-variance portfolio selection with uncertain time horizon when
returns are serially correlated, Math. Probl. Eng. 2012 (2012) 216891.