Long-term individual financial planning under stochastic dominance constraints
Year of publication: |
2020
|
---|---|
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 |
-
Life cycle versus balanced funds : an emerging market perspective
Louw, Elbie, (2017)
-
Oliveira, Luís, (2014)
-
Rudloff, Birgit, (2014)
- More ...
-
Optimal insurance portfolio risk-adjusted performance through dynamic stochastic programming
Consigli, Giorgio, (2018)
-
Optimal multistage defined-benefit pension fund management
Consigli, Giorgio, (2018)
-
Bertocchi, Marida, (2015)
- More ...