BibTeX record conf/cdc/RudoyR08

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@inproceedings{DBLP:conf/cdc/RudoyR08,
  author       = {Melanie B. Rudoy and
                  Charles E. Rohrs},
  title        = {A dynamic programming approach to two-stage mean-variance portfolio
                  selection in cointegrated vector autoregressive systems},
  booktitle    = {Proceedings of the 47th {IEEE} Conference on Decision and Control,
                  {CDC} 2008, December 9-11, 2008, Canc{\'{u}}n, Mexico},
  pages        = {4280--4285},
  publisher    = {{IEEE}},
  year         = {2008},
  url          = {https://doi.org/10.1109/CDC.2008.4738706},
  doi          = {10.1109/CDC.2008.4738706},
  timestamp    = {Fri, 04 Mar 2022 13:27:23 +0100},
  biburl       = {https://dblp.org/rec/conf/cdc/RudoyR08.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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