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]
@inproceedings{DurtschiSW09,
title = {Portfolio optimization as a learning platform for control education and research},
author = {Blake Durtschi and Mark Skinner and Sean Warnick},
year = {2009},
doi = {10.1109/ACC.2009.5160430},
url = {https://doi.org/10.1109/ACC.2009.5160430},
researchr = {https://researchr.org/publication/DurtschiSW09},
cites = {0},
citedby = {0},
pages = {3781-3786},
booktitle = {American Control Conference, ACC 2009. St. Louis, Missouri, USA, June 10-12, 2009},
publisher = {IEEE},
isbn = {978-1-4244-4524-0},
}