Life-cycle asset allocation and consumption using stochastic linear programming
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Publication:3404356
DOI10.21314/JCF.2009.203zbMath1184.91207MaRDI QIDQ3404356
Alois Geyer, Michael Hanke, Alex Weissensteiner
Publication date: 8 February 2010
Published in: The Journal of Computational Finance (Search for Journal in Brave)
Linear programming (90C05) Stochastic programming (90C15) Corporate finance (dividends, real options, etc.) (91G50) Portfolio theory (91G10)
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