Dynamic portfolio choice: a simulation-and-regression approach (Q2402578): Difference between revisions

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Revision as of 08:35, 14 July 2024

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Dynamic portfolio choice: a simulation-and-regression approach
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    Dynamic portfolio choice: a simulation-and-regression approach (English)
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    8 September 2017
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    simulation-and-regression methods
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    least-squares Monte Carlo methods
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    dynamic programming
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    portfolio choice
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    portfolio optimization
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