{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,4]],"date-time":"2024-09-04T04:18:24Z","timestamp":1725423504348},"reference-count":8,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2008]]},"DOI":"10.1109\/cdc.2008.4738706","type":"proceedings-article","created":{"date-parts":[[2009,1,20]],"date-time":"2009-01-20T17:57:15Z","timestamp":1232474235000},"page":"4280-4285","source":"Crossref","is-referenced-by-count":11,"title":["A dynamic programming approach to two-stage mean-variance portfolio selection in cointegrated vector autoregressive systems"],"prefix":"10.1109","author":[{"given":"Melanie B.","family":"Rudoy","sequence":"first","affiliation":[]},{"given":"Charles E.","family":"Rohrs","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"3","doi-asserted-by":"publisher","DOI":"10.3905\/jpm.2005.470578"},{"key":"2","doi-asserted-by":"crossref","first-page":"411","DOI":"10.1109\/CIFER.2003.1196289","article-title":"a characterization of long-short trading strategies based on cointegration","author":"kawasaki","year":"2003","journal-title":"Proceedings of the 2003 International Conference on Computational Intelligence for Financial Engineering (CIFEr2003)"},{"key":"1","doi-asserted-by":"publisher","DOI":"10.2307\/2290142"},{"key":"7","doi-asserted-by":"publisher","DOI":"10.2307\/2975974"},{"key":"6","doi-asserted-by":"publisher","DOI":"10.1093\/0198774508.001.0001"},{"key":"5","doi-asserted-by":"publisher","DOI":"10.1109\/ACC.2008.4586868"},{"journal-title":"Applied Quantitative Methods for Trading and Investment chapter Using Cointegration to Hedge and Trade International Equities","year":"2003","author":"burgess","key":"4"},{"journal-title":"Dynamic Programming and Optimal Control","year":"2000","author":"bertsekas","key":"8"}],"event":{"name":"2008 47th IEEE Conference on Decision and Control","start":{"date-parts":[[2008,12,9]]},"location":"Cancun, Mexico","end":{"date-parts":[[2008,12,11]]}},"container-title":["2008 47th IEEE Conference on Decision and Control"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx5\/4721212\/4738560\/04738706.pdf?arnumber=4738706","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,18]],"date-time":"2017-06-18T15:55:54Z","timestamp":1497801354000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/4738706\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2008]]},"references-count":8,"URL":"https:\/\/doi.org\/10.1109\/cdc.2008.4738706","relation":{},"subject":[],"published":{"date-parts":[[2008]]}}}