@article{multiperiodportfoliooptimizationusing,
  title = {Multi-Period Portfolio Optimization using Model Predictive Control with Mean-Variance and Risk Parity Frameworks},
  author = {Xiaoyue Li and A. Sinem Uysal and John M. Mulvey},
  year = {2021},
  eprint = {2103.10813},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2103.10813v1},
}