Lifetime Portfolio Selection by Dynamic Stochastic Programming
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- Paul A. Samuelson, 2011. "Lifetime Portfolio Selection by Dynamic Stochastic Programming," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, volume 3, chapter 31, pages 465-472, World Scientific Publishing Co. Pte. Ltd..
More about this item
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- L83 - Industrial Organization - - Industry Studies: Services - - - Sports; Gambling; Restaurants; Recreation; Tourism
- P45 - Economic Systems - - Other Economic Systems - - - International Linkages
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- C54 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Quantitative Policy Modeling
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