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]
@article{KimLKF22,
title = {Goal-based investing based on multi-stage robust portfolio optimization},
author = {Jang Ho Kim and Yongjae Lee and Woo Chang Kim and Frank J. Fabozzi},
year = {2022},
doi = {10.1007/s10479-021-04473-7},
url = {https://doi.org/10.1007/s10479-021-04473-7},
researchr = {https://researchr.org/publication/KimLKF22},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {313},
number = {2},
pages = {1141-1158},
}