Multiperiod Mean-Variance Optimization with Intertemporal Restrictions
Work
Year: 2007
Type: article
Authors O.L.V. Costa, R. B. Nabholz
Institution Universidade de São Paulo
Cites: 27
Cited by: 41
Related to: 10
FWCI: 3.644
Citation percentile (by year/subfield): 97.21
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed