Daniel N Ostrov

Santa Clara University

Professor

500 El Camino Real

Santa Clara, CA 95053

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 21,673

SSRN RANKINGS

Top 21,673

in Total Papers Downloads

4,435

SSRN CITATIONS
Rank 27,161

SSRN RANKINGS

Top 27,161

in Total Papers Citations

37

CROSSREF CITATIONS

6

Scholarly Papers (10)

1.

A New Approach to Goals-Based Wealth Management

Number of pages: 34 Posted: 12 Feb 2018
Santa Clara University - Leavey School of Business, Santa Clara University, Franklin Templeton Investments and Franklin Templeton Investments
Downloads 1,631 (21,117)
Citation 21

Abstract:

Loading...

goals, wealth management

2.

Dynamic Portfolio Allocation in Goals-Based Wealth Management

Number of pages: 28 Posted: 31 Jul 2018
Santa Clara University - Leavey School of Business, Santa Clara University, Franklin Templeton Investments and Franklin Templeton Investments
Downloads 968 (45,265)
Citation 14

Abstract:

Loading...

Dynamic asset allocation, goals, FinTech

3.

Constructing Tax Efficient Withdrawal Strategies for Retirees with Traditional 401(k)/IRAs, Roth 401(k)/IRAs, and Taxable Accounts

Number of pages: 41 Posted: 17 May 2019
James DiLellio and Daniel N Ostrov
Pepperdine University - Graziadio School of Business and Management and Santa Clara University
Downloads 710 (68,799)
Citation 1

Abstract:

Loading...

retirement income, tax efficiency, optimization

4.

Dynamic Optimization for Multi-Goals-Based Wealth Management

Number of pages: 50 Posted: 14 Oct 2019 Last Revised: 23 Jan 2021
Santa Clara University, Santa Clara University - Leavey School of Business, Franklin Templeton Investments and Franklin Templeton Investments
Downloads 484 (111,042)
Citation 6

Abstract:

Loading...

goals-based wealth management, multiple goals, dynamic programming, optimal portfolio

5.

Dynamic Systemic Risk Networks: A Note

Number of pages: 38 Posted: 08 Feb 2017 Last Revised: 28 May 2017
Sanjiv Ranjan Das, Seoyoung Kim and Daniel N Ostrov
Santa Clara University - Leavey School of Business, Santa Clara University and Santa Clara University
Downloads 248 (229,911)
Citation 7

Abstract:

Loading...

systemic risk, networks, stochastic dynamics

6.

Efficient Goal Probabilities: A New Frontier

Number of pages: 14 Posted: 17 Aug 2022
Santa Clara University - Leavey School of Business, Santa Clara University, Franklin Templeton Investments and Franklin Templeton Investments
Downloads 185 (301,934)
Citation 2

Abstract:

Loading...

Goals-based wealth management, multiple goals optimization, Pareto frontiers, dynamic programming

7.

Combining Investment and Tax Strategies for Optimizing Lifetime Solvency under Uncertain Returns and Mortality

Number of pages: 33 Posted: 18 Feb 2021
Santa Clara University - Leavey School of Business, Santa Clara University, Franklin Templeton, Franklin Templeton Investments and Franklin Templeton Investments
Downloads 119 (432,610)

Abstract:

Loading...

Goals-based investing, dynamic programming, retirement planning, tax optimization

8.

Augmenting the Funded Ratio: New Metrics for Liability Based Plans

Number of pages: 38 Posted: 29 Nov 2023
Santa Clara University - Leavey School of Business, Santa Clara University, Franklin Templeton Investments, Franklin Templeton Investments and Franklin Templeton Investments
Downloads 54 (691,519)

Abstract:

Loading...

pensions, funded ratio, liability driven investing, liability aware investing, asset liability management, optimization, portfolio management

9.

Unrealistic Expectations: The Futility of Precisely Estimating a Stock's Expected Return

Number of pages: 11 Posted: 20 Dec 2023
Daniel N Ostrov and Sanjiv Ranjan Das
Santa Clara University and Santa Clara University - Leavey School of Business
Downloads 36 (813,662)

Abstract:

Loading...

expected return estimation, mean-variance optimization, efficient frontier

10.

Optimal Goals-Based Investment Strategies For Switching Between Bull and Bear Markets

Journal of Wealth Management, Forthcoming
Posted: 18 Feb 2021 Last Revised: 25 Oct 2021
Santa Clara University - Leavey School of Business, Santa Clara University, Franklin Templeton, Franklin Templeton Investments and Franklin Templeton Investments

Abstract:

Loading...

Regimes, goals-based investing, dynamic optimization, uncertainty