@article{RO_2019__53_4_1171_0, author = {Keykhaei, Reza}, title = {Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market}, journal = {RAIRO - Operations Research - Recherche Op\'erationnelle}, pages = {1171--1186}, publisher = {EDP-Sciences}, volume = {53}, number = {4}, year = {2019}, doi = {10.1051/ro/2018050}, mrnumber = {3986365}, zbl = {1461.90163}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ro/2018050/} }