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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]

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Sini Guo

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Wai-Ki Ching

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Wai Keung Li

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Tak Kuen Siu

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Zhiwen Zhang

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