Pages that link to "Item:Q2159555"
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The following pages link to A dynamic programming approach to path-dependent constrained portfolios (Q2159555):
Displaying 7 items.
- A note on portfolio optimization with path-dependent utility (Q1313142) (← links)
- History path dependent optimal control and portfolio valuation and management (Q1863746) (← links)
- A stochastic dynamic programming approach based on bounded rationality and application to dynamic portfolio choice (Q2321522) (← links)
- A dynamic programming approach to constrained portfolios (Q2355875) (← links)
- Optimal asset--liability management with constraints: A dynamic programming approach (Q2489174) (← links)
- Constrained Dynamic Optimality and Binomial Terminal Wealth (Q4634645) (← links)
- Time‐average stochastic control based on a singular local Lévy model for environmental project planning under habit formation (Q6143573) (← links)