Juliana M. Nascimento, Warren B. Powell. Dynamic Programming Models and Algorithms for the Mutual Fund Cash Balance Problem. Management Science, 56(5):801-815, 2010. [doi]
@article{NascimentoP10,
title = {Dynamic Programming Models and Algorithms for the Mutual Fund Cash Balance Problem},
author = {Juliana M. Nascimento and Warren B. Powell},
year = {2010},
doi = {10.1287/mnsc.1100.1143},
url = {http://dx.doi.org/10.1287/mnsc.1100.1143},
tags = {programming},
researchr = {https://researchr.org/publication/NascimentoP10},
cites = {0},
citedby = {0},
journal = {Management Science},
volume = {56},
number = {5},
pages = {801-815},
}