A dynamic programming approach to constrained portfolios (Q2355875): Difference between revisions
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Revision as of 19:55, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dynamic programming approach to constrained portfolios |
scientific article |
Statements
A dynamic programming approach to constrained portfolios (English)
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28 July 2015
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finance
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Markov processes
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consumption-investment problems
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utility maximization
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Bellman equations
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