Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Oswaldo Luiz V. Costa, Michael V. Araujo. A generalized multi-period mean-variance portfolio optimization with Markov switching parameters. Automatica, 44(10):2487-2497, 2008. [doi]
Abstract is missing.