Fuzzy hidden Markov-switching portfolio selection with capital gain tax

Sini Guo, Wai-Ki Ching, Wai Keung Li, Tak Kuen Siu, Zhiwen Zhang. Fuzzy hidden Markov-switching portfolio selection with capital gain tax. Expert Syst. Appl., 149:113304, 2020. [doi]

Abstract

Abstract is missing.