Pages that link to "Item:Q1020548"
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The following pages link to Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation (Q1020548):
Displaying 8 items.
- A method for solution of the Cauchy problem with polynomial coefficients and some applications to problems on management of investment portfolios (Q308580) (← links)
- Numerical solution by iterative methods of a class of vintage capital models (Q1589547) (← links)
- Dynamic portfolio choices by simulation-and-regression: revisiting the issue of value function vs. portfolio weight recursions (Q1652164) (← links)
- Numerical solutions to dynamic portfolio problems with upper bounds (Q1789606) (← links)
- Dynamic portfolio choice: a simulation-and-regression approach (Q2402578) (← links)
- Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function? (Q2642605) (← links)
- Dynamic Optimization of Investment Portfolio under Liquidity with Taylor Extension of Value function (Q5052838) (← links)
- Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach (Q5234310) (← links)