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Please use this identifier to cite or link to this item: https://doi.org/10.1109/TAC.2014.2370236
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dc.titleMulti-Period Mean-Variance Portfolio Optimization with High-Order Coupled Asset Dynamics
dc.contributor.authorHe, Jing
dc.contributor.authorWang, Qing-Guo
dc.contributor.authorCheng, Peng
dc.contributor.authorChen, Jiming
dc.contributor.authorSun, Youxian
dc.date.accessioned2016-04-29T06:06:31Z
dc.date.available2016-04-29T06:06:31Z
dc.date.issued2015
dc.identifier.citationHe, Jing, Wang, Qing-Guo, Cheng, Peng, Chen, Jiming, Sun, Youxian (2015). Multi-Period Mean-Variance Portfolio Optimization with High-Order Coupled Asset Dynamics. IEEE Transactions on Automatic Control 60 (5) : 1320-1335. ScholarBank@NUS Repository. https://doi.org/10.1109/TAC.2014.2370236
dc.identifier.issn00189286
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/123465
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1109/TAC.2014.2370236
dc.publisherInstitute of Electrical and Electronics Engineers Inc.
dc.typeArticle
dc.contributor.departmentELECTRICAL & COMPUTER ENGINEERING
dc.description.doi10.1109/TAC.2014.2370236
dc.description.sourcetitleIEEE Transactions on Automatic Control
dc.description.volume60
dc.description.issue5
dc.description.page1320-1335
dc.identifier.isiut000353508100011
dc.published.statePublished
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