Work

Model predictive control for portfolio selection

Year: 2006

Type: conference-paper

Source: Proceedings of the ... American Control Conference/Proceedings of the American Control Conference

DOI: 10.1109/acc.2006.1656389

Authors: F. Herzog, S. Keel, G. Dondi, L.M. Schumann, H.P. Geering

Institution: ETH Zurich

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2096020650

FWCI: 3.655

Cites: 14

Cited by: 45

Related to: 10