Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation (Q1020548)
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scientific article; zbMATH DE number 5559860
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation |
scientific article; zbMATH DE number 5559860 |
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Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation (English)
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29 May 2009
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portfolio choice
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numerical solution
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value function iteration
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