Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation
| Year of publication: |
2009
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|---|---|
| Authors: | Garlappi, Lorenzo ; Skoulakis, Georgios |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 33.2009, 2, p. 193
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