Title: An explicit optimal control approach for mean-risk dynamic portfolio allocation
Authors: Patrinos, Panos
Sarimveis, H #
Issue Date: 2007
Host Document: Proc. 9th European Control Conference pages:3364-3370
Conference: ECC 2007 location:Kos, Greece date:2007
Publication status: published
KU Leuven publication type: IC
Appears in Collections:Non-KU Leuven Association publications
# (joint) last author

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