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G. Yin and X. Y. Zhou, “Mean Variance Portfolio Selection under Markov Regime: Discrete Time Models and Continuous Time Limits,” Proceedings of the 15th International Symposium on Mathematical Theory of Networks and Systems, Leuven, 5-9 July 2000, pp. 1-6.

has been cited by the following article:

• TITLE: The Policy Role in the Stock Markets

  AUTHORS: Moawia Alghalith, Esha Ramlogan, Martin Franklin

  KEYWORDS: Portfolio; Stock; Risk-Free Interest Rate; Policy

  JOURNAL NAME: Theoretical Economics Letters, Vol.2 No.2, May 24, 2012

  ABSTRACT: This note is an attempt to model the role of the policymaker in stabilizing the stock markets. In doing so, we present an elasticity formula that links the risk-free interest rate to the value of the stock index.