References
Bertsekas, Dimitri P. Dynamic Programming and Optimal Control. 2nd ed., Athena Scientific, 2000. ISBN 1886529094.
Sefton, James. “Dynamic Portfolio Optimisation When Investors Have CRRA Preferences.” 2009, March.
Bertsekas, Dimitri P. Dynamic Programming and Optimal Control. 2nd ed., Athena Scientific, 2000. ISBN 1886529094.
Sefton, James. “Dynamic Portfolio Optimisation When Investors Have CRRA Preferences.” 2009, March.