"Model predictive control for optimal portfolios with cointegrated pairs of ..."

Yuji Yamada, James A. Primbs (2012)

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DOI: 10.1109/CDC.2012.6426072

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Yuji Yamada, James A. Primbs:
Model predictive control for optimal portfolios with cointegrated pairs of stocks. CDC 2012: 5705-5710

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