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ε-monotone Fourier methods for optimal stochastic control in finance
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ε-monotone Fourier methods for optimal stochastic control in finance (2019)ε-monotone Fourier methods for optimal st…Optimal Asset Allocation for Retirement Saving: Deterministic Vs. Time Consistent Adaptive Strategies (2019)Optimal Asset Allocation for …Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation (2019)Management of Portfolio Deple…A Data Driven Neural Network Approach to Optimal Asset Allocation for Target Based Defined Contribution Pension Plans (2018)A Data Driven Neural Network …Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework (2000)Optimization of conditional value-at-risk (2000)Consumption and Portfolio Choice over the Life Cycle (2005)Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation (2000)A Jump-Diffusion Model for Option Pricing (2002)Naive Diversification Strategies in Defined Contribution Saving Plans (2001)The Power of Suggestion: Inertia in 401(k) Participation and Savings Behavior (2001)
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  • 2019Optimal Asset Allocation for Retirement Saving: Deterministic Vs. Time Consistent Adaptive Strategies31 cited
  • 2018A Data Driven Neural Network Approach to Optimal Asset Allocation for Target Based Defined Contribution Pension Plans30 cited
  • 2019Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation18 cited

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