The following publications are possibly variants of this publication:
- Continuous-time mean-variance portfolio selection with value-at-risk and no-shorting constraintsWei Yan. ijcon, 85(1):50-57, 2012. [doi]
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- Markowitz's mean-variance portfolio selection with regime switching: from discrete-time models to their continuous-time limitsGang George Yin, Xun Yu Zhou. tac, 49(3):349-360, 2004. [doi]
- Markowitz s Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time ModelXun Yu Zhou, G. Yin. siamco, 42(4):1466-1482, 2003. [doi]
- Explicit Efficient Frontier of a Continuous-Time Mean Variance Portfolio Selection ProblemXun Yu Zhou, D. Li. ifip7-2 1999: 323