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Goal-based investing based on multi-stage robust portfolio optimization File

Kim, Jang Ho , Lee, Yongjae , Kim, Woo Chang , Fabozzi, Frank J.

Article Issue Date2022-06 View136
Goal-based investing with goal postponement: multistage stochastic mixed-integer programming approach File

Bae, Sanghyeon , Lee, Yongjae , Kim, Woo Chang , Kim, Jang Ho , Fabozzi, Frank J.

Article Issue Date2024-08 View140
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