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

Published Online: 2022-03-02

Published Print: 2022-06

Authors

Kim, Jang Ho

Lee, Yongjae

Kim, Woo Chang

Fabozzi, Frank J. https://orcid.org/0000-0002-2827-1465
Funding

Funding for this research was provided by:

National Assembly (NRF-2018R1C1B6004271)

EDHEC Business School
License Information

Text and Data Mining valid from 2022-03-02

Version of Record valid from 2022-03-02
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Article History

Accepted: 29 November 2021

First Online: 2 March 2022

Document is current