Numerical solutions to dynamic portfolio problems with upper bounds (Q1789606)
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scientific article; zbMATH DE number 6950373
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| default for all languages | No label defined |
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| English | Numerical solutions to dynamic portfolio problems with upper bounds |
scientific article; zbMATH DE number 6950373 |
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Numerical solutions to dynamic portfolio problems with upper bounds (English)
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10 October 2018
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dynamic portfolio choice
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value function iteration
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lower and upper bounds
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0.8481177091598511
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0.8341824412345886
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0.782086968421936
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0.7684437036514282
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0.7409428358078003
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