Life-cycle asset allocation and consumption using stochastic linear programming (Q3404356)
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scientific article; zbMATH DE number 5667602
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| English | Life-cycle asset allocation and consumption using stochastic linear programming |
scientific article; zbMATH DE number 5667602 |
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Life-cycle asset allocation and consumption using stochastic linear programming (English)
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8 February 2010
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stochastic linear programming (SLP)
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consumption
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discrete scenario trees
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0.8402097225189209
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0.751602053642273
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0.7439221143722534
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0.7407550811767578
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