Cahiers du GERAD
June 1, 2018
Title: Solving optimal portfolio choice problems with predictable returns by dynamic programming methods
Michel Denault and Denis Larocque, Department of Management Sciences, HEC Montréal, will be in sabbatical leave from June 1, 2013 to May 31, 2014.
Matt Davison – University of Western Ontario, Canada
Martina Wilhelm – ETH Zurich, Switzerland
Michel Denault – Department of Decision Sciences, HEC Montréal, Canada