@article{RO_2019__53_4_1171_0,
     author = {Keykhaei, Reza},
     title = {Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {1171--1186},
     publisher = {EDP-Sciences},
     volume = {53},
     number = {4},
     year = {2019},
     doi = {10.1051/ro/2018050},
     mrnumber = {3986365},
     zbl = {1461.90163},
     language = {en},
     url = {http://archive.numdam.org/articles/10.1051/ro/2018050/}
}