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

Jianping He et al. (2015)

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DOI: 10.1109/TAC.2014.2370236

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type: Journal Article

metadata version: 2021-02-11

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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)

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