@article{costa_araujo_2008,  title={Multi-period mean-variance portfolio optimization with markov switching parameters},  volume={19},  ISSN={0103-1759},  url={https://doi.org/10.1590/S0103-17592008000200003},  DOI={10.1590/S0103-17592008000200003},  number={2},  journal={Sba: Controle & Automação Sociedade Brasileira de Automatica},  publisher={Sociedade Brasileira de Automática},  author={Costa, Oswaldo L. V. and Araujo, Michael V.},  year={2008},  month={Apr},  pages={138–146} }