Robust asset allocation for long-term target-based investing
Year of publication: |
May 2017
|
---|---|
Authors: | Forsyth, Peter A. ; Vetzal, Kenneth R. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 20.2017, 3, p. 1-32
|
Subject: | Long-term investment | mean-variance optimal | asset allocation | target-based investing | quadratic loss | Investition | Investment | Portfolio-Management | Portfolio selection | USA | United States | Theorie | Theory |
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