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smicha's BibTeX entry:  

Optimal portfolio choice for unobservable and regime-switching mean returns

Journal of Economic Dynamics and Control, 28(1): 45--78, 2003.
Authors: Toshiki Honda
URL: http://www.sciencedirect.com/science/article/B6V85-47287N6-2/1/830620f6aa2ab29d35621dc43ce3806b
Tags: Regime switching
| URL | BibTeX  
@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},
keywords = {Regime switching }
}