relation: http://eprints.imtlucca.it/1034/
title: An explicit optimal control approach for mean-risk dynamic portfolio allocation
creator: Patrinos, Panagiotis
creator: Sarimveis, Haralambos
subject: QA75 Electronic computers. Computer science
subject: TJ Mechanical engineering and machinery
date: 2007
type: Conference or Workshop Item
type: PeerReviewed
identifier:   Patrinos, Panagiotis and Sarimveis, Haralambos  An explicit optimal control approach for mean-risk dynamic portfolio allocation.  In: European Control Conference, 2-5 July 2007, Kos, Greece       (Unpublished)   (2007)