Jean-Guy Simonato
According to our database1,
Jean-Guy Simonato
authored at least 4 papers
between 2001 and 2017.
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Bibliography
2017
Dynamic portfolio choices by simulation-and-regression: Revisiting the issue of value function vs portfolio weight recursions.
Comput. Oper. Res., 2017
2013
A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables.
Comput. Oper. Res., 2013
2012
Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates.
Eur. J. Oper. Res., 2012
2001