@article{SchoberValentinPflueger2021,
  author    = {Peter Schober and Julian Valentin and Dirk Pfl{\"u}ger},
  title     = {Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids},
  journal   = {Computational economics},
  volume    = {59},
  number    = {1},
  pages     = {185 -- 224},
  doi       = {10.1007/s10614-020-10061-x},
  year      = {2021},
}