Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"Multi-Period Mean-Variance Portfolio Optimization With High-Order Coupled ..."

Jianping He et al. (2015)

> Home

Details and statistics

DOI: 10.1109/TAC.2014.2370236

access: closed

type: Journal Article

metadata version: 2021-02-11

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/tac/HeWCCS15
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/tac/HeWCCS15
Jianping He, Qing-Guo Wang, Peng Cheng, Jiming Chen, Youxian Sun:
Multi-Period Mean-Variance Portfolio Optimization With High-Order Coupled Asset Dynamics. IEEE Trans. Autom. Control. 60(5): 1320-1335 (2015)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.