๐”– Bobbio Scriptorium
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The Role of the Investment Horizon in Optimal Portfolio Sequencing (An Intuitive Demonstration in Discrete Time)

โœ Scribed by John F. Marshall


Book ID
119856469
Publisher
John Wiley and Sons
Year
1994
Tongue
English
Weight
914 KB
Volume
29
Category
Article
ISSN
0732-8516

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The role of terminal cost/reward in fini
โœ Gianfranco Bilardi; Augusto Ferrante ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 279 KB

The optimal control problem for time-invariant linear systems with quadratic cost is considered for arbitrary, i.e., non-necessarily positive semidefinite, terminal cost matrices. A classification of such matrices is proposed, based on the maximum horizon for which there is a finite minimum cost for