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~person:"Fowler, Stuart"
~person:"Shen, Weiwei"
~subject:"Dynamische Optimierung"
~subject:"Value function iteration"
~subject:"extended path"
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Dynamische Optimierung
Value function iteration
extended path
Mathematical programming
3
Mathematische Optimierung
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Theorie
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Theory
3
Portfolio selection
2
Portfolio-Management
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DSGE model
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Dynamic equilibrium
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Dynamic portfolio choice
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Dynamic programming
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Dynamisches Gleichgewicht
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Lower and upper bounds
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Perturbation
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Portfolio optimization
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Projection
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Stochastischer Prozess
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approximate dynamic programming
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lower and upper bounds
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transaction costs
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value function iteration
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Fowler, Stuart
Shen, Weiwei
Cai, Yongyang
7
Maliar, Lilia
7
Maliar, Serguei
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Judd, Kenneth L.
5
Heer, Burkhard
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Judd, Kenneth
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Maußner, Alfred
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Broadie, Mark
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Elbers, Chris
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Gunning, Jan Willem
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Pál, Jenő
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Thain, Greg
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Tsener, Inna
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Vigh, Melinda
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Computational Management Science : CMS
1
Computational economics
1
International journal of theoretical and applied finance
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ECONIS (ZBW)
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Numerical solutions to dynamic portfolio problems with upper bounds
Broadie, Mark
;
Shen, Weiwei
- In:
Computational Management Science : CMS
14
(
2017
)
2
,
pp. 215-227
Persistent link: https://www.econbiz.de/10011710759
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2
High-dimensional portfolio optimization with transaction costs
Broadie, Mark
;
Shen, Weiwei
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-49
Persistent link: https://www.econbiz.de/10011523840
Saved in:
3
Hybrid perturbation-projection method for solving DSGE asset pricing models
Chen, Yuanyuan
;
Fowler, Stuart
- In:
Computational economics
48
(
2016
)
4
,
pp. 649-667
Persistent link: https://www.econbiz.de/10011713096
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