Melanie B. Rudoy

Publication Activity (10 Years)

Years Active: 2008-2008
Publications (10 Years): 0

Massachusetts Institute of Technology, Cambridge, MA, USA (PHD)

Education History

Massachusetts Institute of Technology, Cambridge, MA, USA

PHD

Publications

Melanie B. Rudoy, Charles E. Rohrs
A dynamic programming approach to two-stage mean-variance portfolio selection in cointegrated vector autoregressive systems. CDC (2008)
Melanie B. Rudoy, Charles E. Rohrs
Optimal mean-variance portfolio construction in cointegrated vector autoregressive systems. ACC (2008)