{"title":"将生命周期模型与均方差优化相结合的重要性","authors":"Paul D. Kaplan, Thomas M. Idzorek","doi":"10.1080/0015198x.2024.2382672","DOIUrl":null,"url":null,"abstract":"For nearly three-quarters of a century, there has been a large separation between lifecycle finance models stemming from numerous Nobel laureates and the single-period mean-variance optimization-or...","PeriodicalId":48062,"journal":{"name":"Financial Analysts Journal","volume":"32 1","pages":""},"PeriodicalIF":3.4000,"publicationDate":"2024-08-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"The Importance of Joining Lifecycle Models with Mean-Variance Optimization\",\"authors\":\"Paul D. Kaplan, Thomas M. Idzorek\",\"doi\":\"10.1080/0015198x.2024.2382672\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"For nearly three-quarters of a century, there has been a large separation between lifecycle finance models stemming from numerous Nobel laureates and the single-period mean-variance optimization-or...\",\"PeriodicalId\":48062,\"journal\":{\"name\":\"Financial Analysts Journal\",\"volume\":\"32 1\",\"pages\":\"\"},\"PeriodicalIF\":3.4000,\"publicationDate\":\"2024-08-27\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Financial Analysts Journal\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1080/0015198x.2024.2382672\",\"RegionNum\":3,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Financial Analysts Journal","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/0015198x.2024.2382672","RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
The Importance of Joining Lifecycle Models with Mean-Variance Optimization
For nearly three-quarters of a century, there has been a large separation between lifecycle finance models stemming from numerous Nobel laureates and the single-period mean-variance optimization-or...
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