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%0 Conference Paper
%1 conf/cdc/YamadaP12
%A Yamada, Yuji
%A Primbs, James A.
%B CDC
%D 2012
%I IEEE
%K dblp
%P 5705-5710
%T Model predictive control for optimal portfolios with cointegrated pairs of stocks.
%U http://dblp.uni-trier.de/db/conf/cdc/cdc2012.html#YamadaP12
%@ 978-1-4673-2065-8
@inproceedings{conf/cdc/YamadaP12,
added-at = {2017-05-19T00:00:00.000+0200},
author = {Yamada, Yuji and Primbs, James A.},
biburl = {https://www.bibsonomy.org/bibtex/2ae132fa0bec9e5b793c12fbf81fc27ee/dblp},
booktitle = {CDC},
crossref = {conf/cdc/2012},
ee = {https://doi.org/10.1109/CDC.2012.6426072},
interhash = {0fe73ca1f64085a0d4bdff30076a0239},
intrahash = {ae132fa0bec9e5b793c12fbf81fc27ee},
isbn = {978-1-4673-2065-8},
keywords = {dblp},
pages = {5705-5710},
publisher = {IEEE},
timestamp = {2024-04-09T15:29:46.000+0200},
title = {Model predictive control for optimal portfolios with cointegrated pairs of stocks.},
url = {http://dblp.uni-trier.de/db/conf/cdc/cdc2012.html#YamadaP12},
year = 2012
}