Multi-Period Mean-Variance Portfolio Optimization with High-Order Coupled Asset Dynamics
10.1109/TAC.2014.2370236
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| Main Authors: | , , , , |
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| Other Authors: | |
| Format: | Article |
| Published: |
Institute of Electrical and Electronics Engineers Inc.
2016
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| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/123465 |
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| Institution: | National University of Singapore |