"Numerical solutions to dynamic portfolio problems with upper bounds."

Mark Broadie, Weiwei Shen (2017)

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DOI: 10.1007/S10287-016-0270-5

access: closed

type: Journal Article

metadata version: 2020-05-10

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Mark Broadie, Weiwei Shen:
Numerical solutions to dynamic portfolio problems with upper bounds. Comput. Manag. Sci. 14(2): 215-227 (2017)

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