| | |
@article{DBLP:journals/automatica/Calafiore08,
author = {Giuseppe Carlo Calafiore},
title = {Multi-period portfolio optimization with linear control
policies},
journal = {Automatica},
volume = {44},
number = {10},
year = {2008},
pages = {2463-2473},
ee = {http://dx.doi.org/10.1016/j.automatica.2008.02.007},
bibsource = {DBLP, http://dblp.uni-trier.de}
}
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