Multiperiod mean-variance optimization with intertemporal restrictions (2007)
Fonte: Journal of Optimization Theory and Applications. Unidade: EP
Assuntos: SISTEMAS LINEARES, SISTEMAS DE CONTROLE
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 out. 2024.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-xNLM
Costa OL do V. Multiperiod mean-variance optimization with intertemporal restrictions [Internet]. Journal of Optimization Theory and Applications. 2007 ;134( 2): 257-274.[citado 2024 out. 15 ] Available from: https://doi.org/10.1007/s10957-007-9233-xVancouver
Costa OL do V. Multiperiod mean-variance optimization with intertemporal restrictions [Internet]. Journal of Optimization Theory and Applications. 2007 ;134( 2): 257-274.[citado 2024 out. 15 ] Available from: https://doi.org/10.1007/s10957-007-9233-x