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]
@article{GuoCLSZ20,
title = {Fuzzy hidden Markov-switching portfolio selection with capital gain tax},
author = {Sini Guo and Wai-Ki Ching and Wai Keung Li and Tak Kuen Siu and Zhiwen Zhang},
year = {2020},
doi = {10.1016/j.eswa.2020.113304},
url = {https://doi.org/10.1016/j.eswa.2020.113304},
researchr = {https://researchr.org/publication/GuoCLSZ20},
cites = {0},
citedby = {0},
journal = {Expert Syst. Appl.},
volume = {149},
pages = {113304},
}