Life-cycle Portfolio Management
Type Research Project
Duration Jan. 1, 2005 - Dec. 31, 2010
- Operations Research AE (Former organization)
Tags
Press 'enter' for creating the tag- 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) |