Life-Cycle Asset Allocation and Optimal Consumption Using Stochastic Linear Programming

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Reference

Geyer, A., Hanke, M., & Weissensteiner, A. (2009). Life-Cycle Asset Allocation and Optimal Consumption Using Stochastic Linear Programming. Journal of Computational Finance, 12(4), 29-50. (ABDC_2022: C; ABS_2021: 1; VHB_3: B)

Publication type

Article in Scientific Journal

Persons

Organizational Units

  • Institute for Financial Services
  • Chair in Finance