Pages that link to "Item:Q1020548"
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The following pages link to Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation (Q1020548):
Displayed 4 items.
- Dynamic portfolio choices by simulation-and-regression: revisiting the issue of value function vs. portfolio weight recursions (Q1652164) (← links)
- Numerical solutions to dynamic portfolio problems with upper bounds (Q1789606) (← links)
- Dynamic portfolio choice: a simulation-and-regression approach (Q2402578) (← links)
- Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach (Q5234310) (← links)