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Search: subject:"Reallocation constraint"
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Dynamic programming
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Merton problem
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Primary 49J20
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Reallocation constraint
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Egriboyun, Feyzullah
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Soner, H.
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Computational Statistics
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Mathematical Methods of Operations Research
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Optimal investment strategies with a
reallocation
constraint
Egriboyun, Feyzullah
;
Soner, H.
- In:
Mathematical Methods of Operations Research
71
(
2010
)
3
,
pp. 551-585
We study a Merton type optimization problem under a
reallocation
constraint
. Under this restriction, the stock holdings …
Persistent link: https://www.econbiz.de/10010949924
Saved in:
2
Optimal investment strategies with a
reallocation
constraint
Egriboyun, Feyzullah
;
Soner, H.
- In:
Computational Statistics
71
(
2010
)
3
,
pp. 551-585
We study a Merton type optimization problem under a
reallocation
constraint
. Under this restriction, the stock holdings …
Persistent link: https://www.econbiz.de/10010759125
Saved in:
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