Personalized goal-based investing via multi-stage stochastic goal programming
Woo Chang Kim, Do-Gyun Kwon, Yongjae Lee, Jang Ho Kim and Changle Lin
| Year of publication: |
2020
|
|---|---|
| Authors: | Kim, Woo Chang ; Kwon, Do-Gyun ; Lee, Yongjae ; Kim, Jang Ho ; Lin, Changle |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 3, p. 515-526
|
| Subject: | Automated Investment Management | Defined contribution pension plan | Financial Technology (FinTech) | Goal Programming | Goal-based Investing | Multi-stage Stochastic Programming | Retirement planning | Robo-advisor | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Altersvorsorge | Retirement provision | Pensionskasse | Pension fund | Finanztechnologie | Financial technology | Betriebliche Altersversorgung | Occupational pension plan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1662079 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194905