Dynamic portfolio choice: a simulation-and-regression approach (Q2402578)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic portfolio choice: a simulation-and-regression approach |
scientific article |
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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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