Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?

By Jules H. van Binsbergen, Michael W. Brandt. 2007

62 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/bb2fb7f50c5ea9dd2cd6aa40fd1cbfa91540ac7d