Optimal investment strategies with a reallocation constraint (Q992044)
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scientific article; zbMATH DE number 5781213
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| default for all languages | No label defined |
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| English | Optimal investment strategies with a reallocation constraint |
scientific article; zbMATH DE number 5781213 |
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Optimal investment strategies with a reallocation constraint (English)
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8 September 2010
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dynamic programming
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Merton problem
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reallocation constraint
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0.92805874
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0.9074523
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0.9057324
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0.8975204
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0.89664346
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0.8953547
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0.8953446
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0.8926632
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0.8925233
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