Numerical solution of dynamic quantile models
Year of publication: |
2023
|
---|---|
Authors: | Castro, Luciano I. de ; Galvao, Antonio Fialho <Jr.> ; 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
|
Subject: | Quantile preferences | Dynamic programming | Value function iterations | Dynamische Optimierung | Schätztheorie | Estimation theory | Mathematische Optimierung | Mathematical programming | Risikomaß | Risk measure |
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