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"Dynamic portfolio choices by simulation-and-regression: Revisiting the ..."

Michel Denault, Jean-Guy Simonato (2017)

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DOI: 10.1016/J.COR.2016.09.022

access: closed

type: Journal Article

metadata version: 2020-02-18

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Michel Denault, Jean-Guy Simonato:
Dynamic portfolio choices by simulation-and-regression: Revisiting the issue of value function vs portfolio weight recursions. Comput. Oper. Res. 79: 174-189 (2017)

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