Multi-period mean-variance portfolio optimization with intertemporal constraints (2007)
Source: Proceedings: ECC 2007. Conference titles: European Control Conference. Unidade: EP
Subjects: PROCESSOS DE MARKOV, SISTEMAS LINEARES
ABNT
COSTA, Oswaldo Luiz do Valle e NABHOLZ, Rodrigo de Barros. Multi-period mean-variance portfolio optimization with intertemporal constraints. 2007, Anais.. Sl: European Union Control Association, 2007. . Acesso em: 23 fev. 2026.APA
Costa, O. L. do V., & Nabholz, R. de B. (2007). Multi-period mean-variance portfolio optimization with intertemporal constraints. In Proceedings: ECC 2007. Sl: European Union Control Association.NLM
Costa OL do V, Nabholz R de B. Multi-period mean-variance portfolio optimization with intertemporal constraints. Proceedings: ECC 2007. 2007 ;[citado 2026 fev. 23 ]Vancouver
Costa OL do V, Nabholz R de B. Multi-period mean-variance portfolio optimization with intertemporal constraints. Proceedings: ECC 2007. 2007 ;[citado 2026 fev. 23 ]
