eprintid: 1034
rev_number: 8
eprint_status: archive
userid: 6
dir: disk0/00/00/10/34
datestamp: 2011-12-06 10:39:31
lastmod: 2011-12-06 10:39:31
status_changed: 2011-12-06 10:39:31
type: conference_item
metadata_visibility: show
creators_name: Patrinos, Panagiotis
creators_name: Sarimveis, Haralambos
creators_id: panagiotis.patrinos@imtlucca.it
creators_id: 
title: An explicit optimal control approach for mean-risk dynamic portfolio allocation
ispublished: unpub
subjects: QA75
subjects: TJ
divisions: CSA
full_text_status: none
pres_type: paper
date: 2007
event_title: European Control Conference
event_location: Kos, Greece
event_dates: 2-5 July 2007
event_type: conference
refereed: TRUE
related_url_url: https://euca.papercept.net/conferences/conferences/ECC07/program/ECC07_ContentListWeb_2.html#wec07_04
related_url_type: org
citation:   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  In: European Control Conference, 2-5 July 2007, Kos, Greece       (Unpublished)   (2007)