2

Optimal Cardinality Constrained Portfolio Selection

Year:
2013
Language:
english
File:
PDF, 384 KB
english, 2013
4

Multiperiod Mean-Variance Portfolio Optimization with General Correlated Returns

Year:
2014
Language:
english
File:
PDF, 341 KB
english, 2014
15

Linear–quadratic switching control with switching cost

Year:
2012
Language:
english
File:
PDF, 342 KB
english, 2012
16

Cardinality Constrained Linear-Quadratic Optimal Control

Year:
2011
Language:
english
File:
PDF, 534 KB
english, 2011