Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?
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Publication:2642605
DOI10.1007/s10614-006-9073-zzbMath1161.91413OpenAlexW1976417860MaRDI QIDQ2642605
Jules H. van Binsbergen, Michael W. Brandt
Publication date: 17 August 2007
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10614-006-9073-z
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