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Record W4416767403 · doi:10.1002/cfp2.70018

A Hybrid Lifecycle Net Worth Optimization Model

2025· article· en· W4416767403 on OpenAlexaff
Paul D. Kaplan, Thomas M. Idzorek

Bibliographic record

VenueFinancial Planning Review · 2025
Typearticle
Languageen
FieldDecision Sciences
TopicRisk and Portfolio Optimization
Canadian institutionsProbity Medical Research
Fundersnot available
KeywordsPortfolioFinancial modelingPortfolio optimizationSystem lifecycleNet (polyhedron)Net present valueAdvice (programming)Financial services

Abstract

fetched live from OpenAlex

ABSTRACT Financial advice is fragmented and not living up to its potential. Despite 75+ years of coexistence, the lifecycle models stemming from Ramsey (1926), Fisher (1930), Modigliani and Brumberg (1954), Friedman (1957), Modigliani (1966), Samuelson (1969), Merton (1969, 1971, 1992), as well as others, and the single‐period optimization models of de Finetti (1940 [2006]), Roy (1952), Tobin (1958), and Markowitz (1952, 1959, 1987) have largely remained separate; let alone, have they been brought together in a meaningful way. This lack of connection is indicative of the current paradigm of disconnected piecemeal approaches that dominate financial planning and investing. Building on the insights of Samuelson (1969) and Fama (1970) and methods developed by Idzorek and Kaplan (2024), we link lifecycle models and mean–variance optimization models into a combined, integrated model. This model simultaneously provides unified financial planning associated with lifecycle finance with integrated portfolio recommendations from single‐period optimization models. We argue that the industry should move toward an interconnected, hybrid lifecycle net worth optimization model.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.004
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.683
Threshold uncertainty score0.532

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.004
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.064
GPT teacher head0.389
Teacher spread0.325 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2025
Admission routes1
Has abstractyes

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