Dynamic sampling methods for long term wealth management
In finance dynamic stochastic programming traditionally has been applied to institutional pension fund problems and more recently has become usable for more difficult individual wealth management problems. We develop several models to handle specific wealth management issues. We develop a US investm...
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University of Cambridge
2007
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.599449 |