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

DOI10.1080/14697688.2019.1662079zbMath1466.91293OpenAlexW2987398145WikidataQ126854760 ScholiaQ126854760MaRDI QIDQ4991038

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Publication date: 2 June 2021

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2019.1662079

zbMATH Keywords

goal programmingdefined contribution pension planmulti-stage stochastic programmingretirement planninggoal-based investingautomated investment managementfinancial technology (FinTech)robo-advisor

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Stochastic programming (90C15) Portfolio theory (91G10)

Related Items (6)

Goal-based investing based on multi-stage robust portfolio optimization ⋮ Lifetime consumption and investment with housing, deferred annuities and home equity release ⋮ Large-scale financial planning via a partially observable stochastic dual dynamic programming framework ⋮ Household financial health: a machine learning approach for data-driven diagnosis and prescription ⋮ Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products ⋮ Sparse factor model based on trend filtering

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