The following publications are possibly variants of this publication:
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- Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random HorizonTian Chen, Ruyi Liu, Zhen Wu. jossac, 36(2):457-479, April 2023. [doi]
- Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizonHuiling Wu, Zhongfei Li. jossac, 24(1):140-155, 2011. [doi]