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"Fuzzy hidden Markov-switching portfolio selection with capital gain tax."
Sini Guo et al. (2020)
- Sini Guo, Wai-Ki Ching, Wai-Keung Li, Tak Kuen Siu, Zhiwen Zhang:
Fuzzy hidden Markov-switching portfolio selection with capital gain tax. Expert Syst. Appl. 149: 113304 (2020)
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