A Continuous Time Framework for Sequential Goals Investment Management
Description:
Explore a comprehensive lecture on a continuous time framework for sequential goals investment management, presented by Agostino Capponi from Columbia University. Delve into advanced quantitative methods for wealth management as part of the Fields CFI Workshop series. Gain insights into innovative approaches for managing investments with multiple, sequential financial objectives. Examine the theoretical foundations and practical applications of this framework in the context of modern portfolio theory and financial planning.
A Continuous Time Framework for Sequential Goals Investment Management