Portofolio selection by dynamic programming compared to stochastic optimal control

Devolder, Pierre;Dominguez, I.;Bosch Princep, M.
(2003) 7° Congress IME — Location: Lyon (25.June.2003)

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  • Devolder, PierreUCLouvain
    Author
  • Dominguez, I.
    Author
  • Bosch Princep, M.
    Author
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Devolder, P., Dominguez, I., & Bosch Princep, M. (2003). Portofolio selection by dynamic programming compared to stochastic optimal control. 7° Congress IME, Lyon. https://hdl.handle.net/2078.5/138894