Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs
Year of publication: |
2013-01
|
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Authors: | Judd, Kenneth L. ; Cai, Yongyang ; Xu, Rong |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | TWP The price is Paper copy available by mail Number 18709 |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; G11 - Portfolio Choice |
Source: |
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