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

Jang Ho Kim, Yongjae Lee, Woo Chang Kim, Frank J. Fabozzi. Goal-based investing based on multi-stage robust portfolio optimization. Annals OR, 313(2):1141-1158, 2022. [doi]

Authors

Jang Ho Kim

This author has not been identified. Look up 'Jang Ho Kim' in Google

Yongjae Lee

This author has not been identified. Look up 'Yongjae Lee' in Google

Woo Chang Kim

This author has not been identified. Look up 'Woo Chang Kim' in Google

Frank J. Fabozzi

This author has not been identified. Look up 'Frank J. Fabozzi' in Google