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Dynamic portfolio allocation in goals-based wealth management

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Publication:2033705
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DOI10.1007/s10287-019-00351-7OpenAlexW3124387074WikidataQ127755450 ScholiaQ127755450MaRDI QIDQ2033705

Deep Srivastav, Anand Radhakrishnan, Daniel N. Ostrov, Sanjiv Ranjan Das

Publication date: 17 June 2021

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-019-00351-7

zbMATH Keywords

goalsefficient portfoliosdynamic portfoliosbehavioral portfolio theorywealth management


Mathematics Subject Classification ID

Operations research and management science (90Bxx)




Cites Work

  • Optimum consumption and portfolio rules in a continuous-time model
  • Optimal consumption and portfolio policies when asset prices follow a diffusion process
  • Risk-Constrained Dynamic Active Portfolio Management
  • Prospect Theory: An Analysis of Decision under Risk
  • Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time
  • Introduction to Stochastic Programming
  • Reaching goals by a deadline: digital options and continuous-time active portfolio management
  • Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
  • Applications of Stochastic Programming
  • Safety First and the Holding of Assets
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