Robust stock and bond allocation with end-of-horizon effects
Michael Dziecichowicz and Aurélie C. Thiele
| Year of publication: |
2019
|
|---|---|
| Authors: | Dziecichowicz, Michael ; Thiele, Aurélie C. |
| Published in: |
RAIRO / Operations research. - Les Ulis : EDP Sciences, ISSN 0399-0559, ZDB-ID 1481534-5. - Vol. 53.2019, 1, p. 1-28
|
| Subject: | Target-date funds | decision-making under uncertainty | stock-bond allocation mix | Entscheidung unter Unsicherheit | Decision under uncertainty | Theorie | Theory | Allokation | Allocation | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Anleihe | Bond | Aktienmarkt | Stock market | Rentenmarkt | Bond market | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1051/ro/2017066 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012113607