IEEE - Institute of Electrical and Electronics Engineers, Inc. - An Experiment of Control-theoretical Model in Dynamic Portfolio Management

2007 Second International Conference on Innovative Computing, Information and Control

Author(s): Jie Wang ; Chunhui Xu ; A. Inoue
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 September 2007
Conference Location: Kumamoto, Japan
Conference Date: 5 September 2007
Page(s): 114
ISBN (Paper): 0-7695-2882-1
DOI: 10.1109/ICICIC.2007.141
Regular:

Rebalancing times are assumed to be given in most models for portfolio management, which is neither necessary nor true. We proposed a control-theoretical model in [1] which does not fix the... View More

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