Dynamic portfolio choices by simulation-and-regression: revisiting the issue of value function vs. portfolio weight recursions (Q1652164): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic portfolio choices by simulation-and-regression: revisiting the issue of value function vs. portfolio weight recursions |
scientific article |
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Dynamic portfolio choices by simulation-and-regression: revisiting the issue of value function vs. portfolio weight recursions (English)
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11 July 2018
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dynamic portfolio choices
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portfolio optimization
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approximate dynamic programming
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least-squares Monte Carlo
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simulation-and-regression
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