Discrete-time mean-variance portfolio optimization with Markov switching parameters (2006)
Source: Proceedings. Conference titles: American Control Conference. Unidade: EP
Assunto: ENGENHARIA FINANCEIRA
ABNT
ARAUJO, Michael Viriato e COSTA, Oswaldo Luiz do Valle. Discrete-time mean-variance portfolio optimization with Markov switching parameters. 2006, Anais.. Minneapolis: Escola Politécnica, Universidade de São Paulo, 2006. . Acesso em: 16 ago. 2024.APA
Araujo, M. V., & Costa, O. L. do V. (2006). Discrete-time mean-variance portfolio optimization with Markov switching parameters. In Proceedings. Minneapolis: Escola Politécnica, Universidade de São Paulo.NLM
Araujo MV, Costa OL do V. Discrete-time mean-variance portfolio optimization with Markov switching parameters. Proceedings. 2006 ;[citado 2024 ago. 16 ]Vancouver
Araujo MV, Costa OL do V. Discrete-time mean-variance portfolio optimization with Markov switching parameters. Proceedings. 2006 ;[citado 2024 ago. 16 ]