Numerical solution of dynamic quantile models
Luciano de Castro, Antonio F. Galvao, Andre Muchon
| Year of publication: |
2023
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|---|---|
| Authors: | Castro, Luciano I. de ; Galvão Júnior, Antônio Fialho ; Muchon, Andre |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 148.2023, p. 1-22
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| Subject: | Quantile preferences | Dynamic programming | Value function iterations | Theorie | Theory | Dynamische Optimierung | Mathematische Optimierung | Mathematical programming | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2023.104617 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014240037