# Dynare for dynamic asset allocation

**URL:** <https://forum.dynare.org/t/dynare-for-dynamic-asset-allocation/865>\
**Category:** Dynare help (legacy posts)\
**Created:** [26 November 2008 21:53 UTC](https://forum.dynare.org/t/dynare-for-dynamic-asset-allocation/865 "2008-11-26T21:53:51Z")\
**Posts on this page:** 2\
**Page:** 1

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**Author:** ![button](https://forum.dynare.org/letter_avatar_proxy/v4/letter/b/9d8465/32.png) [@button](https://forum.dynare.org/u/button)\
**Post date:** [26 November 2008 21:53 UTC](https://forum.dynare.org/t/dynare-for-dynamic-asset-allocation/865/1 "2008-11-26T21:53:51Z")

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Hi,

I was wondering whether I can use Dynare for solving dynamic asset allocation problem with more than two asset classes? My question concerns the multi-period utility maximization model with given initial wealth and possible cash flows in each period. An investor invests in n diffrent asset classes and at the beginning of each period he can rearrange his portfolio.

Can anybody help me?

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**Author:** ![jpfeifer](https://forum.dynare.org/user_avatar/forum.dynare.org/jpfeifer/32/5044_2.png) [@jpfeifer](https://forum.dynare.org/u/jpfeifer)\
**Post date:** [22 March 2013 07:38 UTC](https://forum.dynare.org/t/dynare-for-dynamic-asset-allocation/865/2 "2013-03-22T07:38:23Z")

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In principle, yes, but it is not straightforward. You could only use Dynare’s capabilities to implement e.g. the Devereux/Sutherland algorithm. See also

[quote][Models with portfolio choice](https://forum.dynare.org/t/models-with-portfolio-choice/1373/1)]

.