A dynamic programming approach to path-dependent constrained portfolios
Crossref DOI link: https://doi.org/10.1007/s10479-022-04640-4
Published Online: 2022-03-19
Published Print: 2022-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Escobar-Anel, Marcos https://orcid.org/0000-0001-9691-4322
Text and Data Mining valid from 2022-03-19
Version of Record valid from 2022-03-19
Article History
Accepted: 21 February 2022
First Online: 19 March 2022