Pages that link to "Item:Q1789606"
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The following pages link to Numerical solutions to dynamic portfolio problems with upper bounds (Q1789606):
Displaying 10 items.
- A method for solution of the Cauchy problem with polynomial coefficients and some applications to problems on management of investment portfolios (Q308580) (← links)
- A two-period model with portfolio choice: understanding results from different solution methods (Q485593) (← links)
- Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation (Q1020548) (← links)
- Dynamic portfolio choices by simulation-and-regression: revisiting the issue of value function vs. portfolio weight recursions (Q1652164) (← links)
- (Q3371139) (← links)
- Numerical solution of continuous-time mean–variance portfolio selection with nonlinear constraints (Q3578798) (← links)
- (Q4426067) (← links)
- Numerical method for optimal portfolio in an exponential utility regime-switching model (Q5030573) (← links)
- Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network (Q5139230) (← links)
- Numerical schemes for variational inequalities arising in international asset pricing (Q5948629) (← links)