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We also establish the relationship between the optimal portfolio problems in the enlarged market and the original market.<\/jats:p>","DOI":"10.1137\/080736351","type":"journal-article","created":{"date-parts":[[2010,1,29]],"date-time":"2010-01-29T18:15:53Z","timestamp":1264788953000},"page":"3368-3388","source":"Crossref","is-referenced-by-count":25,"title":["Portfolio Selection in the Enlarged Markovian Regime-Switching Market"],"prefix":"10.1137","volume":"48","author":[{"given":"Xin","family":"Zhang","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Tak Kuen","family":"Siu","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Qingbin","family":"Meng","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"351","published-online":{"date-parts":[[2010,1,29]]},"reference":[{"key":"R1","doi-asserted-by":"crossref","unstructured":"S. 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