ZhangSM10'

@article{DBLP:journals/siamco/ZhangSM10,
  author    = {Xin Zhang and
               Tak Kuen Siu and
               Qingbin Meng},
  title     = {Portfolio Selection in the Enlarged Markovian Regime-Switching
               Market},
  journal   = {SIAM J. Control and Optimization},
  volume    = {48},
  number    = {5},
  year      = {2010},
  pages     = {3368-3388},
  ee        = {http://dx.doi.org/10.1137/080736351},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}