Bujar Gashi, Paresh Date. Optimal Portfolio Control with Trading Strategies of Finite Variation. In 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, CDC/ECC 2005, Seville, Spain, 12-15 December, 2005. pages 4536-4541, IEEE, 2005. [doi]
@inproceedings{GashiD05,
title = {Optimal Portfolio Control with Trading Strategies of Finite Variation},
author = {Bujar Gashi and Paresh Date},
year = {2005},
doi = {10.1109/CDC.2005.1582877},
url = {https://doi.org/10.1109/CDC.2005.1582877},
researchr = {https://researchr.org/publication/GashiD05},
cites = {0},
citedby = {0},
pages = {4536-4541},
booktitle = {44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, CDC/ECC 2005, Seville, Spain, 12-15 December, 2005},
publisher = {IEEE},
}