@misc{KraftSteffensen2012,
  author    = {Holger Kraft and Mogens Steffensen},
  title     = {A dynamic programming approach to constrained portfolios},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2012,7},
  number    = {Version July 17, 2012},
  institution = {Wirtschaftswissenschaften},
  series    = {CFS working paper series},
  number    = {2012, 07},
  type      = {workingpaper},
  pages     = {30},
  year        = {2012},
}