Explicit solutions to dynamic portfolio choice problems : a continuous-time detour
François Legendre, Djibril Togola
| Year of publication: |
November 2016
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|---|---|
| Authors: | Legendre, François ; Togola, Djibril |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 58.2016, p. 627-641
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| Subject: | Dynamic portfolio choice | Long-term investing | Time aggregation | Incomplete markets | Explicit solutions | Numerical solutions | Portfolio-Management | Portfolio selection | Theorie | Theory | Unvollkommener Markt | Incomplete market | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2016.03.029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011647939