@article{Honda2003,
	title = {Optimal portfolio choice for unobservable and regime-switching mean
	returns},
	author = {Toshiki Honda},
	journal = {Journal of Economic Dynamics and Control},
	month = {Oct},
	number = {1},
	pages = {45--78},
	url = {http://www.sciencedirect.com/science/article/B6V85-47287N6-2/1/830620f6aa2ab29d35621dc43ce3806b},
	volume = {28},
	year = {2003},
	biburl = {http://www.bibsonomy.org/bibtex/2ac35099dd0278539fa08e771a7c2c1f3/smicha},
	keywords = {Regime switching }
}