Solving dynamic portfolio and consumption problems by going forward in time
Year of publication: |
[2024]
|
---|---|
Authors: | Ma, Yixuan ; Rodrigues, Paulo Jorge Maurício ; Schotman, Peter C. |
Publisher: |
[Tilburg] : [Netspar] |
Subject: | Optimal Portfolio | Dynamic Optimization | Neural Networks | Loss Aversion | Consumption Choice | Lifecycle Model | Portfolio-Management | Portfolio selection | Neuronale Netze | Neural networks | Konsumtheorie | Consumption theory | Risikoaversion | Risk aversion | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Dynamic programming | Lebenszyklus | Life cycle | Einkommenshypothese | Income hypothesis |
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