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SSRNPortfolio & Allocation

Portfolio Optimization

The research explores portfolio optimization in a generalized lifecycle model, where an individual manages a portfolio to maximize consumption, death benefit, and terminal wealth.

Featured in No. 70 on 17 Oct 2024 · 4 days after release

Released
13 Oct 2024
First featured
No. 70 · 17 Oct 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4985873

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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