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Efficient retirement financial plans an inverse optimization and parameterization of intertemporal discounted habit formation utility /

Thesis (M.S. in Operations Research)--Naval Postgraduate School, June 2009. / Thesis Advisor(s): Royset, Johannes O. "June 2009." Description based on title screen as viewed on July 13, 2009. Author(s) subject terms: Nonlinear Optimization, Retirement, Habit Formation, Maximum Utility, 4% Rule, Asset allocation, Optimal Investment Portfolio, Inverse Optimization, Investment Survey. Includes bibliographical references (p. 59-60). Also available in print.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/424657988
Date January 2009
CreatorsGonzalez, Issac.
PublisherMonterey, Calif. : Naval Postgraduate School,
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
Source(443.82 KB)

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