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~isPartOf:"European journal of operational research : EJOR"
~person:"Pauling, William R."
~person:"Uysal, A. Sinem"
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European journal of operational research : EJOR
The journal of portfolio management : a publication of Institutional Investor
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Operations research : the journal of the Operations Research Society of America
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Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks
Li, Xiaoyue
;
Uysal, A. Sinem
;
Mulvey, John M.
- In:
European journal of operational research : EJOR
299
(
2022
)
3
,
pp. 1158-1176
Persistent link: https://www.econbiz.de/10013207254
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