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"Rebalancing with Linear and Quadratic Costs."

Ren Liu, Johannes Muhle-Karbe, Marko H. Weber (2017)

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DOI: 10.1137/15M1043406

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/LiuMW17
Ren Liu, Johannes Muhle-Karbe, Marko H. Weber:
Rebalancing with Linear and Quadratic Costs. SIAM J. Control. Optim. 55(6): 3533-3563 (2017)

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