Goal-based investing based on multi-stage robust portfolio optimization
Jang Ho Kim, Yongjae Lee, Woo Chang Kim, Frank J. Fabozzi
| Year of publication: |
2022
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|---|---|
| Authors: | Kim, Jang Ho ; Lee, Yongjae ; Kim, Woo Chang ; Fabozzi, Frank J. |
| Published in: |
Risk management decisions and value under uncertainty. - Dordrecht, The Netherlands : Springer. - 2022, p. 1141-1158
|
| Subject: | Portfolio optimization | Robust optimization | Goal-based investing | Personalized financial planning | Portfolio-Management | Portfolio selection | Theorie | Theory | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-021-04473-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013342094