Pages that link to "Item:Q2402578"
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The following pages link to Dynamic portfolio choice: a simulation-and-regression approach (Q2402578):
Displaying 12 items.
- Semiparametric dynamic portfolio choice with multiple conditioning variables (Q308381) (← links)
- A simulation approach to statistical estimation of multiperiod optimal portfolios (Q444214) (← links)
- Models and simulations for portfolio rebalancing (Q1038764) (← links)
- The performance of stochastic dynamic and fixed mix portfolio models (Q1600971) (← links)
- Dynamic portfolio choices by simulation-and-regression: revisiting the issue of value function vs. portfolio weight recursions (Q1652164) (← links)
- Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach (Q1787328) (← links)
- A bias-corrected least-squares Monte Carlo for solving multi-period utility models (Q2157230) (← links)
- Designing higher value roads to preserve species at risk by optimally controlling traffic flow (Q2678614) (← links)
- Numerical simulations of a portfolio selection model with information cost (Q2731431) (← links)
- MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS (Q3553254) (← links)
- On the investment strategies in occupational pension plans (Q5079380) (← links)
- Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)