Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation
Year of publication: |
2009
|
---|---|
Authors: | Garlappi, Lorenzo ; Skoulakis, Georgios |
Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 33.2009, 2, p. 193-207
|
Publisher: |
Society for Computational Economics - SCE |
Subject: | Portfolio choice | Numerical solution | Value function iteration |
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