Na Song, Wai-Ki Ching, Dong-Mei Zhu, Tak Kuen Siu. Asset Allocation under Regime-Switching Models. In Lean Yu, Guoxing Zhang, Shouyang Wang, editors, Fifth International Conference on Business Intelligence and Financial Engineering, BIFE 2012, Lanzhou, Gansu, China, August 18-21, 2012. pages 144-148, IEEE, 2012. [doi]
Abstract is missing.