{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,11]],"date-time":"2026-04-11T09:54:43Z","timestamp":1775901283671,"version":"3.50.1"},"reference-count":30,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"DOI":"10.1109\/cdc.2002.1184524","type":"proceedings-article","created":{"date-parts":[[2003,8,27]],"date-time":"2003-08-27T11:38:00Z","timestamp":1061984280000},"page":"383-388","source":"Crossref","is-referenced-by-count":1,"title":["Continuous-time mean-variance portfolio selection with regime switching"],"prefix":"10.1109","volume":"1","author":[{"family":"Xun Yu Zhou","sequence":"first","affiliation":[]},{"given":"G.","family":"Yin","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"19","doi-asserted-by":"publisher","DOI":"10.2307\/2975974"},{"key":"17","author":"luenberger","year":"1998","journal-title":"Investment Science"},{"key":"18","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.00100"},{"key":"15","doi-asserted-by":"crossref","first-page":"101","DOI":"10.1287\/moor.27.1.101.337","article-title":"Mean-variance portfolio selection: Random coefficient case","volume":"27","author":"lim","year":"2002","journal-title":"Math Oper Res"},{"key":"16","author":"luenberger","year":"1968","journal-title":"Optimization by vector space methods"},{"key":"13","doi-asserted-by":"publisher","DOI":"10.1137\/S036301299834973X"},{"key":"14","doi-asserted-by":"publisher","DOI":"10.1137\/S0363012900378504"},{"key":"11","article-title":"Insider information and stock fluctuations","author":"guo","year":"1999"},{"key":"12","doi-asserted-by":"publisher","DOI":"10.2307\/2325237"},{"key":"21","doi-asserted-by":"publisher","DOI":"10.1086\/295078"},{"key":"20","author":"markowitz","year":"1959","journal-title":"Portfolio Selection Efficient Diversification of Investment"},{"key":"22","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-662-22132-7"},{"key":"23","author":"pliska","year":"1997","journal-title":"Introduction to Mathematical Finance"},{"key":"24","doi-asserted-by":"publisher","DOI":"10.2307\/1926559"},{"key":"25","doi-asserted-by":"publisher","DOI":"10.1214\/aop\/1042644714"},{"key":"26","article-title":"Option pricing with Markov-modulated volatility","author":"yao","year":"2001"},{"key":"27","author":"yong","year":"1999","journal-title":"Stochastic Controls Hamiltonian Systems and HJB Equations"},{"key":"28","doi-asserted-by":"publisher","DOI":"10.1137\/S0363012999356325"},{"key":"29","doi-asserted-by":"publisher","DOI":"10.1007\/s002450010003"},{"key":"3","doi-asserted-by":"publisher","DOI":"10.1142\/S0219024902001523"},{"key":"2","doi-asserted-by":"publisher","DOI":"10.1080\/17442508008833160"},{"key":"10","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.39.7.856"},{"key":"1","doi-asserted-by":"publisher","DOI":"10.2307\/2328254"},{"key":"30","article-title":"Markowitz mean-variance portfolio selection with regime switching: A continuous-time model","author":"zhou","year":"2002"},{"key":"7","doi-asserted-by":"publisher","DOI":"10.1214\/aoap\/1177005978"},{"key":"6","doi-asserted-by":"publisher","DOI":"10.1137\/1139008"},{"key":"5","doi-asserted-by":"publisher","DOI":"10.1137\/S0363012998346578"},{"key":"4","doi-asserted-by":"publisher","DOI":"10.1137\/S0363012996310478"},{"key":"9","author":"fouque","year":"2000","journal-title":"Derivatives in Financial Markets with Stochastic Volatility"},{"key":"8","author":"fleming","year":"1993","journal-title":"Controlled Markov Processes and Viscosity Solutions"}],"event":{"name":"IEEE Conference on Decision and Control","location":"Las Vegas, NV, USA","acronym":"CDC-02"},"container-title":["Proceedings of the 41st IEEE Conference on Decision and Control, 2002."],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx5\/8437\/26566\/01184524.pdf?arnumber=1184524","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,15]],"date-time":"2017-06-15T20:09:03Z","timestamp":1497557343000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/1184524\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[null]]},"references-count":30,"URL":"https:\/\/doi.org\/10.1109\/cdc.2002.1184524","relation":{},"subject":[]}}