---
title: Portfolio Optimization
url: https://www.ml-quant.com/papers/ssrn/4985873/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4985873
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4985873
featured: 2024-10-17
citations: unknown
topic: Portfolio & 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4985873
- Identifier: SSRN 4985873
- Released: 2024-10-13
- First featured: Quant Letter No. 70 (2024-10-17): https://www.ml-quant.com/issues/2024-10-17/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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