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An explicit optimal control approach for mean-risk dynamic portfolio allocation

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 In: European Control Conference, 2-5 July 2007, Kos, Greece (Unpublished) (2007)

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Item Type: Conference or Workshop Item (Paper)
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
T Technology > TJ Mechanical engineering and machinery
Research Area: Computer Science and Applications
Depositing User: Ms T. Iannizzi
Date Deposited: 06 Dec 2011 10:39
Last Modified: 06 Dec 2011 10:39
URI: http://eprints.imtlucca.it/id/eprint/1034

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