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"A dynamic programming approach to path-dependent constrained portfolios."

Marcos Escobar-Anel (2022)

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DOI: 10.1007/S10479-022-04640-4

access: closed

type: Journal Article

metadata version: 2022-08-25

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  dblp key:
  - journals/anor/Escobar-Anel22
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  - https://dblp.org/rec/journals/anor/Escobar-Anel22
Marcos Escobar-Anel:
A dynamic programming approach to path-dependent constrained portfolios. Ann. Oper. Res. 315(1): 141-157 (2022)

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