A framework algorithm to compute optimal asset allocation for retirement with behavioral utilities
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Publication:2574060
DOI10.1007/s10589-005-2055-6zbMath1085.90055MaRDI QIDQ2574060
Publication date: 16 November 2005
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-005-2055-6
nonlinear optimization; nonconvexity; optimal investments; behavioral preferences; retirement assets
90C30: Nonlinear programming
Related Items
Dynamic programming with Hermite approximation, Simulation-based parametric optimization for long-term asset allocation using behavioral utilities
Uses Software
Cites Work
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