The following pages link to (Q3371139):
Displaying 5 items.
- On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability (Q319811) (← links)
- A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800) (← links)
- Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function? (Q2642605) (← links)
- A generalized clark representation formula, with application to optimal portfolios (Q3349710) (← links)
- Dynamic Optimization of Investment Portfolio under Liquidity with Taylor Extension of Value function (Q5052838) (← links)