A polynomial-affine approximation for dynamic portfolio choice

Yichen Zhu, Marcos Escobar-Anel, Matt Davison

Year of publication:	2023
Authors:	Zhu, Yichen ; Escobar, Marcos ; Davison, Matt
Subject:	Dynamic programming \| Expected utility \| Portfolio optimization \| Quadratic-Affine processes \| Stochastic interest rates \| Stochastic volatility \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Dynamische Optimierung \| Volatilität \| Volatility \| Erwartungsnutzen \| Zins \| Interest rate

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