Optimal dynamic asset allocation for DC plan accumulation/decumulation : Ambition-CVAR
Peter A. Forsyth
| Year of publication: |
2020
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|---|---|
| Authors: | Forsyth, Peter |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 93.2020, p. 230-245
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| Subject: | Ambition-CVAR | Asset allocation | DC plan | Optimal control | Resampled backtests | Portfolio-Management | Portfolio selection | Kontrolltheorie | Control theory | Dynamische Optimierung | Dynamic programming | Kapitalanlage | Financial investment | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.05.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012294127