Life-Cycle Asset Allocation and Consumption Using Stochastic Linear Programming
Year of publication: |
[2018]
|
---|---|
Authors: | Geyer, Alois |
Other Persons: | Hanke, Michael (contributor) ; Weissensteiner, Alex (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (27 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: Journal of Computational Finance, Vol. 12, No. 4, pp. 29-50, 2009 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 10, 2007 erstellt |
Other identifiers: | 10.2139/ssrn.952956 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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