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Optimal portfolio choice for unobservable and regime-switching mean returns

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  • Honda, Toshiki

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  • Honda, Toshiki, 2003. "Optimal portfolio choice for unobservable and regime-switching mean returns," Journal of Economic Dynamics and Control, Elsevier, vol. 28(1), pages 45-78, October.
    • Handle: RePEc:eee:dyncon:v:28:y:2003:i:1:p:45-78
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