Multiperiod mean-variance optimization with intertemporal restrictions (2007)
- Autor:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- DOI: 10.1007/s10957-007-9233-x
- Subjects: SISTEMAS LINEARES; SISTEMAS DE CONTROLE
- Language: Inglês
- Imprenta:
- Source:
- Título: Journal of Optimization Theory and Applications
- ISSN: 0022-3239
- Volume/Número/Paginação/Ano: v.134, n.2, p.257-274, 2007
- Este artigo NÃO possui versão em acesso aberto
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Status: Nenhuma versão em acesso aberto identificada -
ABNT
COSTA, Oswaldo Luiz do Valle. Multiperiod mean-variance optimization with intertemporal restrictions. Journal of Optimization Theory and Applications, v. 134, n. 2, p. 257-274, 2007Tradução . . Disponível em: https://doi.org/10.1007/s10957-007-9233-x. Acesso em: 15 mar. 2026. -
APA
Costa, O. L. do V. (2007). Multiperiod mean-variance optimization with intertemporal restrictions. Journal of Optimization Theory and Applications, 134( 2), 257-274. doi:10.1007/s10957-007-9233-x -
NLM
Costa OL do V. Multiperiod mean-variance optimization with intertemporal restrictions [Internet]. Journal of Optimization Theory and Applications. 2007 ;134( 2): 257-274.[citado 2026 mar. 15 ] Available from: https://doi.org/10.1007/s10957-007-9233-x -
Vancouver
Costa OL do V. Multiperiod mean-variance optimization with intertemporal restrictions [Internet]. Journal of Optimization Theory and Applications. 2007 ;134( 2): 257-274.[citado 2026 mar. 15 ] Available from: https://doi.org/10.1007/s10957-007-9233-x - Sampled control for mean-variance hedging in a jump diffusion financial market
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