James A. Primbs. Portfolio Optimization Applications of Stochastic Receding Horizon Control. In American Control Conference, ACC 2007, New York, NY, USA, 9-13 July, 2007. pages 1811-1816, IEEE, 2007. [doi]
@inproceedings{Primbs07-0,
title = {Portfolio Optimization Applications of Stochastic Receding Horizon Control},
author = {James A. Primbs},
year = {2007},
doi = {10.1109/ACC.2007.4282251},
url = {https://doi.org/10.1109/ACC.2007.4282251},
researchr = {https://researchr.org/publication/Primbs07-0},
cites = {0},
citedby = {0},
pages = {1811-1816},
booktitle = {American Control Conference, ACC 2007, New York, NY, USA, 9-13 July, 2007},
publisher = {IEEE},
}