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Language: en
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Pages: 110
Type: BOOK - Published: 2018 - Publisher:
Language: en
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Type: BOOK - Published: 2011-07-12 - Publisher: Springer Science & Business Media
This brief offers a broad, yet concise, coverage of portfolio choice, containing both application-oriented and academic results, along with abundant pointers to
Language: en
Pages: 95
Pages: 95
Type: BOOK - Published: 2013 - Publisher:
We study two important generalizations of dynamic portfolio choice problems: a portfolio choice problem with market impact costs and a portfolio choice problem
Language: en
Pages: 222
Pages: 222
Type: BOOK - Published: 2012 - Publisher: BoD – Books on Demand
Finance researchers and asset management practitioners put a lot of effort into the question of optimal asset allocation. With this respect, a lot of research h
Language: en
Pages: 51
Pages: 51
Type: BOOK - Published: 2008 - Publisher:
In this paper, we develop a new method for the solution of dynamic portfolio choice problems. Our approach consists of decomposing each state variable into a su