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Robust Solutions to the Life-Cycle Consumption Problem
Lorenzo Reus
, Frank J. Fabozzi
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peer-review
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Keyphrases
Robust Solution
100%
Life-cycle Consumption
100%
Robust Counterpart
50%
Consumption Patterns
25%
Dynamic Programming Algorithm
25%
Curse of Dimensionality
25%
Prior Distribution
25%
Lifetime Utility
25%
Expected Lifetime
25%
Change of Variables
25%
Investment Opportunity Set
25%
Formulation Techniques
25%
Closed Solution
25%
Alternative Consumption
25%
Future Returns
25%
Oper
25%
INIS
solutions
100%
life cycle
100%
utilities
50%
transformations
25%
investment
25%
distribution
25%
benchmarks
25%
lifetime
25%
dynamic programming
25%
Computer Science
Dynamic Programming
100%
Closed Solution
100%
Consumption Pattern
100%
Economics, Econometrics and Finance
Life Cycle
100%
Dynamic Programming
25%
Investment Opportunity
25%
Alternative Consumption Pattern
25%
Worst-Case Scenario
25%