Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?
Year of publication: |
2007
|
---|---|
Authors: | Binsbergen, Jules H. van ; Brandt, Michael W. |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 29.2007, 3/4, p. 355-367
|
Subject: | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming | Simulation |
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