Explicit solutions to dynamic portfolio choice problems: A continuous-time detour

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https://hal-upec-upem.archives-ouvertes.fr/hal-01342195
Contributor : François Legendre <>
Submitted on : Tuesday, July 5, 2016 - 3:03:23 PM
Last modification on : Wednesday, September 4, 2019 - 1:52:12 PM

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François Legendre, Djibril Togola. Explicit solutions to dynamic portfolio choice problems: A continuous-time detour. Economic Modelling, Elsevier, 2016, ⟨10.1016/j.econmod.2016.03.029⟩. ⟨hal-01342195⟩

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