Beyond static risk aversion: online multi-period mean-variance portfolio optimization using hidden Markov chains

OR Spectrum 2026 Open access

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Authors: Siya Liu, Chengneng Jin, Jianjun Gao, Wu Weiping
DOI: 10.1007/s00291-026-00859-w
Cited by: 0
References: 53

Fields of Study & Subjects

Insurance Mortality Demography Risk Management

Publication details

Journal / source
OR Spectrum
Publisher
Springer Science and Business Media LLC
Publication date
11 May 2026
Language
EN