A regime-switching decision support system for dynamic portfolio optimization

Annals of Operations Research 2026

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Authors: Marcus Grunnesjö, David Islip, Xuanze Li, Yanni Lu, Roy H. Kwon
DOI: 10.1007/s10479-025-06990-1
Cited by: 1
References: 45

Fields of Study & Subjects

Risk and Portfolio Optimization Constraint Satisfaction and Optimization Advanced Bandit Algorithms Research

Publication details

Journal / source
Annals of Operations Research
Publisher
Springer Science and Business Media LLC
Publication date
30 April 2026
Language
EN