Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation
| Year of publication: |
2009
|
|---|---|
| Authors: | Garlappi, Lorenzo ; Skoulakis, Georgios |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 33.2009, 2, p. 193-207
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | Portfolio choice | Numerical solution | Value function iteration |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005701709