Vladimir Novakovsky

Harvard University

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

1

DOWNLOADS

404

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

A Forward-Solving Numerical Technique for Dynamic Consumption and Portfolio Allocation Problems

Number of pages: 44 Posted: 18 Mar 2005
George Chacko, Maxim Golts, Mihir A. Desai and Vladimir Novakovsky
Santa Clara University - Finance Department, Acadian Asset Management, Harvard Business School - Finance Unit and Harvard University
Downloads 404 (71,876)

Abstract:

Loading...

Numerical, Consumption, Portfolio Choice, Asset Allocation