TY  - JOUR
AU  - Keykhaei, Reza
TI  - Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market
JO  - RAIRO - Operations Research - Recherche Opérationnelle
PY  - 2019
SP  - 1171
EP  - 1186
VL  - 53
IS  - 4
PB  - EDP-Sciences
UR  - http://archive.numdam.org/articles/10.1051/ro/2018050/
DO  - 10.1051/ro/2018050
LA  - en
ID  - RO_2019__53_4_1171_0
ER  -