Portfolio optimization as a learning platform for control education and research

Blake Durtschi, Mark Skinner, Sean Warnick. Portfolio optimization as a learning platform for control education and research. In American Control Conference, ACC 2009. St. Louis, Missouri, USA, June 10-12, 2009. pages 3781-3786, IEEE, 2009. [doi]

Authors

Blake Durtschi

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Mark Skinner

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Sean Warnick

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