Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation

Lorenzo Garlappi () and Georgios Skoulakis

Computational Economics, 2009, vol. 33, issue 2, 193-207

Keywords: Portfolio choice; Numerical solution; Value function iteration (search for similar items in EconPapers)
Date: 2009
References: Add references at CitEc
Citations: View citations in EconPapers (9)

Downloads: (external link)
http://hdl.handle.net/10.1007/s10614-008-9156-0 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:kap:compec:v:33:y:2009:i:2:p:193-207

Ordering information: This journal article can be ordered from
http://www.springer. ... ry/journal/10614/PS2

DOI: 10.1007/s10614-008-9156-0

Computational Economics is currently edited by Hans Amman

More articles in Computational Economics from Springer, Society for Computational Economics Contact information at EDIRC.
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().