Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function? (Q2642605): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10614-006-9073-z / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1976417860 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix / rank
 
Normal rank

Latest revision as of 13:35, 26 June 2024

scientific article
Language Label Description Also known as
English
Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?
scientific article

    Statements

    Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function? (English)
    0 references
    17 August 2007
    0 references
    dynamic portfolio choice
    0 references
    simulation method
    0 references

    Identifiers