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[IEEE 2008 American Control Conference (ACC '08) - Seattle, WA (2008.06.11-2008.06.13)] 2008 American Control Conference - Optimal mean-variance portfolio construction in cointegrated vector autoregressive systems
Rudoy, Melanie B., Rohrs, Charles E.Year:
2008
Language:
english
DOI:
10.1109/acc.2008.4586868
File:
PDF, 225 KB
english, 2008