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"Markowitz Portfolio Optimization Extended Quadratic Mean-Field Games Approach."

João Saúde, Peter E. Caines (2022)

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DOI: 10.1109/CDC51059.2022.9993210

access: closed

type: Conference or Workshop Paper

metadata version: 2023-01-18

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  dblp key:
  - conf/cdc/SaudeC22
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João Saúde, Peter E. Caines:
Markowitz Portfolio Optimization Extended Quadratic Mean-Field Games Approach. CDC 2022: 5523-5528

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