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Age-dependent investing : optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
Blake, David; Wright, Douglas; Zhang, Yumeng - In: Journal of economic dynamics & control 38 (2014), pp. 105-124
Persistent link: https://www.econbiz.de/10010387853
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Stochastic lifestyling : optimal dynamic asset allocation for defined contribution pension plans
Cairns, Andrew; Blake, David; Dowd, Kevin - In: Journal of economic dynamics & control 30 (2006) 5, pp. 843-877
Persistent link: https://www.econbiz.de/10003317080
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Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion
Blake, David; Wright, Douglas; Zhang, Yumeng - In: Journal of economic dynamics & control 37 (2013) 1, pp. 195-209
Persistent link: https://www.econbiz.de/10010054576
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Target-driven investing : optimal investment strategies in defined contribution pension plans under loss aversion
Blake, David; Wright, Douglas; Zhang, Yumeng - In: Journal of economic dynamics & control 37 (2013) 1, pp. 195-209
Persistent link: https://www.econbiz.de/10009703603
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Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
Cairns, Andrew J.G.; Blake, David; Dowd, Kevin - In: Journal of economic dynamics & control 30 (2006) 5, pp. 843-878
Persistent link: https://www.econbiz.de/10007259880