Applying optimization technology to portfolio management

Keyphrases

• Technology Optimization 100%
• Portfolio Management 100%
• Individual Investors 50%
• Optimization Tool 50%
• Optimization Model 50%
• Stochastic Control 50%
• Asset Liability Management 50%
• Stochastic Program 50%
• Investment Problem 50%
• Investment-consumption Problem 50%
• Primary Frameworks 50%
• Multi-period Optimization 50%
• Advanced Optimization 50%
• Financial Organizations 50%
• Individual Assets 50%

Computer Science

• Portfolio Management 100%
• Stochastic Control 50%
• Application Portfolio 50%

Economics, Econometrics and Finance

• Portfolio Selection 100%
• Investors 50%
• Asset-Liability Management 50%