Multiperiod mean-variance optimization with intertemporal restrictions (2007)
Source: Journal of Optimization Theory and Applications. Unidade: EP
Subjects: SISTEMAS LINEARES, SISTEMAS DE CONTROLE
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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: 07 nov. 2025.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 2025 nov. 07 ] 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 2025 nov. 07 ] Available from: https://doi.org/10.1007/s10957-007-9233-x
