Market risk, mortality risk, and sustainable retirement asset allocation : a downside risk perspective
Year of publication: |
2016
|
---|---|
Authors: | Harlow, W. V. ; Brown, Keith C. |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 14.2016, 2, p. 5-32
|
Subject: | Retirement asset allocation | market risk | mortality risk | downside risk | stochastic optimization | Sterblichkeit | Mortality | Portfolio-Management | Portfolio selection | Risiko | Risk | Altersvorsorge | Retirement provision | Kapitalanlage | Financial investment | Risikomaß | Risk measure | Risikomanagement | Risk management | Schätzung | Estimation | Stochastischer Prozess | Stochastic process |
-
Selection of the right risk measures for portfolio allocation
Nguyen, Thanh, (2014)
-
Lin, Tzuling, (2016)
-
Riedel, Christoph, (2015)
- More ...
-
The Risk and Required Return of Common Stock following Major Price Innovations
Brown, Keith C., (1993)
-
Risk aversion, uncertain information, and market efficiency
Brown, Keith C., (1988)
-
Brown, Keith C., (1989)
- More ...