Stratetic Asset Allocation with an Arbitrage-Free Bond Market using Dynamic Programming
Year of publication: |
2004-08-11
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Authors: | Chiarella, Carl ; Hsiao, Chih-ying |
Institutions: | Society for Computational Economics - SCE |
Subject: | Merton's intertemporal model | numerical dynamic programming |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Computing in Economics and Finance 2004 Number 73 |
Classification: | G11 - Portfolio Choice ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: |
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