Long-term individual financial planning under stochastic dominance constraints
Giorgio Consigli, Vittorio Moriggia, Sebastiano Vitali
| Year of publication: |
2020
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|---|---|
| Authors: | Consigli, Giorgio ; Moriggia, Vittorio ; Vitali, Sebastiano |
| Published in: |
Stochastic optimization: theory and applications. - New York, NY, USA : Springer. - 2020, p. 973-1000
|
| Subject: | Dynamic stochastic programming | Stochastic dominance | Asset-liability management | Goal-based investing | Life cycle policy | Consumption-investment trade-off | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Theorie | Theory | Lebenszyklus | Life cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-019-03253-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012290861