Multi-Period Mean-Variance Portfolio Optimization with High-Order Coupled Asset Dynamics

Multi-Period Mean-Variance Portfolio Optimization with High-Order Coupled Asset Dynamics

10.1109/TAC.2014.2370236

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Bibliographic Details
Main Authors: He, Jing, Wang, Qing-Guo, Cheng, Peng, Chen, Jiming, Sun, Youxian
Other Authors: ELECTRICAL & COMPUTER ENGINEERING
Format: Article
Published: Institute of Electrical and Electronics Engineers Inc. 2016
Online Access:http://scholarbank.nus.edu.sg/handle/10635/123465
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Institution: National University of Singapore
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Summary:10.1109/TAC.2014.2370236

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