Topic: "dynamic-asset-allocation"
JiwookJung/asset_allocation_portpolio
asset allocation portfolio management util with USA ETF (using FinanceDataReader)
Language: Python - Size: 12.7 KB - Last synced at: over 2 years ago - Pushed at: over 2 years ago - Stars: 1 - Forks: 0
ramiuness/dynamic-asset-allocation
Implements a simulation-based dynamic programming framework for optimal portfolio allocation over multiple periods. Combines analytical solutions with approximate methods under CRRA and log utility, using Monte Carlo simulation, convex optimization, and value function approximation to compute optimal policies across time and wealth levels.
Language: Jupyter Notebook - Size: 170 KB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0
