Feedback predictive control strategies for investment in the financial market with serially correlated returns subject to constraints and trading costs (Q4599836)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Feedback predictive control strategies for investment in the financial market with serially correlated returns subject to constraints and trading costs |
scientific article; zbMATH DE number 6822270
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Feedback predictive control strategies for investment in the financial market with serially correlated returns subject to constraints and trading costs |
scientific article; zbMATH DE number 6822270 |
Statements
Feedback predictive control strategies for investment in the financial market with serially correlated returns subject to constraints and trading costs (English)
0 references
5 January 2018
0 references
constraints
0 references
investment portfolio
0 references
mode predictive control
0 references
serially correlated returns
0 references
trading costs
0 references
