Model predictive control for portfolio selection
Herzog, F., Keel, S., Dondi, G., Schumann, L.M., Geering, H.P.
Published in 2006 American Control Conference (2006)
Published in 2006 American Control Conference (2006)
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Conference Proceeding
Sector rotation under partial information
Keel, S., Herzog, F., Geering, H.P., Schumann, L.M.
Published in 2006 American Control Conference (2006)
Published in 2006 American Control Conference (2006)
Get full text
Conference Proceeding