Robust portfolio selection using linear-matrix inequalities (2002)
- Authors:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- DOI: 10.1016/s0165-1889(00)00086-5
- Assunto: MATRIZES
- Language: Inglês
- Imprenta:
- Source:
- Título: Journal of Economic Dynamics and Control
- ISSN: 0165-1889
- Volume/Número/Paginação/Ano: v. 26, n. 6, p. 889-909, 2002
- Este periódico é de acesso aberto
- Este artigo NÃO é de acesso aberto
-
ABNT
COSTA, Oswaldo Luiz do Valle e PAIVA, A. C. Robust portfolio selection using linear-matrix inequalities. Journal of Economic Dynamics and Control, v. 26, n. 6, p. 889-909, 2002Tradução . . Disponível em: https://doi.org/10.1016/s0165-1889(00)00086-5. Acesso em: 13 fev. 2026. -
APA
Costa, O. L. do V., & Paiva, A. C. (2002). Robust portfolio selection using linear-matrix inequalities. Journal of Economic Dynamics and Control, 26( 6), 889-909. doi:10.1016/s0165-1889(00)00086-5 -
NLM
Costa OL do V, Paiva AC. Robust portfolio selection using linear-matrix inequalities [Internet]. Journal of Economic Dynamics and Control. 2002 ; 26( 6): 889-909.[citado 2026 fev. 13 ] Available from: https://doi.org/10.1016/s0165-1889(00)00086-5 -
Vancouver
Costa OL do V, Paiva AC. Robust portfolio selection using linear-matrix inequalities [Internet]. Journal of Economic Dynamics and Control. 2002 ; 26( 6): 889-909.[citado 2026 fev. 13 ] Available from: https://doi.org/10.1016/s0165-1889(00)00086-5 - Sampled control for mean-variance hedging in a jump diffusion financial market
- Impulse control of piecewise deterministic systems
- Generalized mean-variance portfolio selection model with regime switching
- On the discrete-time infinite cooupled riccati equations which arises in a certain optimal control problem
- Suboptimal and static output feedback control of hidden Markov jump linear systems
- Sampled control for mean-variance hedging in a jump diffusion financial market
- State feedback H∞ control for discrete-time infinite-dimensional stochastic bilinear systems
- Discretizations for the average impulse control of piecewise deterministic processes
- A note on stochastic stability for linear systems with jumping parameters
- Asymptotic convergence for the average impulse control of piecewise deterministic processes
Informações sobre o DOI: 10.1016/s0165-1889(00)00086-5 (Fonte: oaDOI API)
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