Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids-Reference-Cited by-同舟云学术

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Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids

Published:2019 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Pflüger Dirk,Schober Peter,Valentin Julian

Publisher

Elsevier BV

Reference57 articles.

1. Optimal multiperiod investment-consumption policies;R A Abrams;Econometrica,1980

2. Preferences with frames: A new utility specification that allows for the framing of risks;N Barberis;Journal of Economic Dynamics and Control,2009

3. High dimensional polynomial interpolation on sparse grids;V Barthelmann;Advances in Computational Mathematics,2000

4. The theory of dynamic programming;R Bellman;Bulletin of the American Mathematical Society,1954

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Data Interpolation by Near-Optimal Splines with Free Knots Using Linear Programming;Mathematics;2021-05-13

2. Generalized Euler Equation Errors for Discrete Time Dynamic Portfolio Choice Models;SSRN Electronic Journal;2019

3. Dynamic Portfolio Choice with Annuities When the Interest Rate Is Stochastic;SSRN Electronic Journal;2019

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