Work

Portfolio Optimization Applications of Stochastic Receding Horizon Control

Year: 2007

Type: conference-paper

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

DOI: 10.1109/acc.2007.4282251

Author: James A. Primbs

Institution: Stanford University

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: W2110519782

FWCI: 7.127

Cites: 13

Cited by: 41

Related to: 10