Life-cycle Portfolio Management


Type Research Project

Duration Jan. 1, 2005 - Dec. 31, 2010

  • Operations Research AE (Former organization)

Tags

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  • Geyer, Alois (Details) Project Head

Partners

  • University of Innsbruck - Austria

Publications

Journal article

2009 Geyer, Alois, Hanke, Michael, Weissensteiner, Alex. 2009. Life-cycle Asset Allocation and Consumption Using Stochastic Linear Programming. Journal of Computational Finance 12 (4): 29-50. (Details)