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Martin Tarlie - Bridging the Gap Between Financial Planning and Portfolio Management (S6E13)

Flirting with Models

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The Dynamic Programming Approach to Multi-Period Optimization

Historically, for complex multi-period optimization problems, it's been solved using this dynamic programming and backwards induction approach. So we actually take a forward looking approach when we solve the problem. The number of possible combinations that you have to iterate over becomes intractable very, very quickly.

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