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Lifetime Portfolio Selection By Dynamic Stochastic Programming · Study

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ArticleLifetime Portfolio Selection By Dynamic Stochastic Programming

Paul Anthony Samuelson1969

Article1969

Lifetime Portfolio Selection By Dynamic Stochastic Programming

Paul Anthony Samuelson

1,692 citations·0/0 files stored·The Review of Economics and Statistics

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Risk and Portfolio Optimization Financial Literacy, Pension, Retirement Analysis Stochastic processes and financial applications

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1971Optimum consumption and portfolio rules in a continuous-time model 1993Myopic Loss Aversion and the Equity Premium Puzzle 2002International Asset Allocation With Regime Shifts 2000Investing for the Long Run when Returns Are Predictable 2002Strategic Asset Allocation 1998Optimal control of execution costs 1999Consumption and Portfolio Decisions when Expected Returns are Time Varying 1999The asymptotic elasticity of utility functions and optimal investment in incomplete markets

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Year1969

Typearticle

Published1969-08-01

VenueThe Review of Economics and Statistics

ISSN-L0034-6535

Languageen

Citations1,692

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.2307/1926559

openalex_workW4241627017

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