Multi-period portfolio selection : a practical simulation-based framework
Kenneth Blay, Anish Ghosh, Steven Kusiak, Harry Markowitz, Nicholas Savoulides and Qi Zheng
| Year of publication: |
2020
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|---|---|
| Authors: | Blay, Kenneth ; Ghosh, Anish ; Kusiak, Steven ; Markowitz, Harry ; Savoulides, Nicholas ; Zheng, Qi |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 18.2020, 4, p. 94-129
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| Subject: | Goals-based investing | multi-period portfolio selection | asset-liability management | wealth management | retirement planning | simulation | Adaptive Moment (Adam) Optimization | Portfolio-Management | Portfolio selection | Simulation | Theorie | Theory | Vermögensverwaltung | Asset management | Bilanzstrukturmanagement | Asset-liability management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012589468