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Michael V. Araujo

Michael Viriato Araujo

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affiliation: University of São Paulo, Polytechnic School (EPUSP), Brazil

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2000 – 2009

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2008
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Oswaldo L. V. Costa, Michael V. Araujo:
A generalized multi-period mean-variance portfolio optimization with Markov switching parameters. Autom. 44(10): 2487-2497 (2008)
2006
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Michael Viriato Araujo, Oswaldo Luiz do Valle Costa:
Discrete-time mean-variance portfolio optimization with Markov switching parameters. ACC 2006

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