Personalized goal-based investing via multi-stage stochastic goal programming-Reference-Cited by-同舟云学术

Personalized goal-based investing via multi-stage stochastic goal programming

Published:2019-10-31 Issue:3 Volume:20 Page:515-526
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Kim Woo Chang¹,Kwon Do-Gyun¹,Lee Yongjae²,Kim Jang Ho³,Lin Changle⁴

Affiliation:

1. Department of Industrial and Systems Engineering, Korea Advanced Institute of Science and Technology (KAIST), Yuseong-gu, Daejeon 34141, Republic of Korea

2. School of Management Engineering, Ulsan National Institute of Science and Technology (UNIST), 50, UNIST-gil, Ulsan 44919, Republic of Korea

3. Department of Industrial and Management Systems Engineering, Kyung Hee University, 1732, Deogyeong-daero, Giheung-gu, Yongin-si, Gyeonggi-do 17104, Republic of Korea

4. FinTech Center, Institute for Interdisciplinary Information Sciences, Tsinghua University, 30 Shuangqing Rd, Haidian Qu, Beijing Shi 100084, People’s Republic of China

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2019.1662079

Reference39 articles.

1. Asset-Liability Management in Private Wealth Management

2. Stochastic Optimization Methods in Finance and Energy

3. Revisiting the Asset Allocation Challenge Through a Behavioral Finance Lens

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