A two-stage approach to multi-period allocation of savings among investment plans

DOI10.1007/BF02282051zbMath0800.90047MaRDI QIDQ1313159

Patrick S. Lee, Gautam Vora

Publication date: 26 January 1994

Published in: Annals of Operations Research (Search for Journal in Brave)

Mathematics Subject Classification ID

Integer programming (90C10) Linear programming (90C05)

Cites Work

• Optimum consumption and portfolio rules in a continuous-time model
• Multiperiod Financial Planning
• The Accumulation of Risky Capital: A Sequential Utility Analysis
• Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions

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