Pages that link to "Item:Q1652164"
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The following pages link to Dynamic portfolio choices by simulation-and-regression: revisiting the issue of value function vs. portfolio weight recursions (Q1652164):
Displayed 6 items.
- Robust utility maximization under model uncertainty via a penalization approach (Q2120592) (← links)
- Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach (Q2289885) (← links)
- Dynamic portfolio choice: a simulation-and-regression approach (Q2402578) (← links)
- Dynamic Optimization of Investment Portfolio under Liquidity with Taylor Extension of Value function (Q5052838) (← links)
- Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach (Q5234310) (← links)
- Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)