Multiperiod mean-variance customer constrained portfolio optimization for finite discrete-time markov chains

Florentino Domiguez, Julio B. Clempner

Research output: Contribution to journalArticlepeer-review

5 Scopus citations

Fingerprint

Dive into the research topics of 'Multiperiod mean-variance customer constrained portfolio optimization for finite discrete-time markov chains'. Together they form a unique fingerprint.

Mathematics

Business & Economics

Engineering & Materials Science