Feedback predictive control strategies for investment in the financial market with serially correlated returns subject to constraints and trading costs-Reference-Cited by-同舟云学术

Feedback predictive control strategies for investment in the financial market with serially correlated returns subject to constraints and trading costs

Published:2017-01-12 Issue:6 Volume:38 Page:908-921
ISSN:0143-2087
Container-title:Optimal Control Applications and Methods
language:en
Short-container-title:Optim Control Appl Meth

Author:

Dombrovskii Vladimir¹,Obedko Tatiana¹

Affiliation:

1. Department of Economics; Tomsk State University; Tomsk Russia

Publisher

Wiley

Subject

Applied Mathematics,Control and Optimization,Software,Control and Systems Engineering

Reference38 articles.

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