A data driven Neural Network (NN) optimization framework is proposed to determine optimal asset allocation during the …

insufficient to fund desired retirement cash flows. We compare the outcomes of various asset allocation strategies for a typical DC …, unless DC investors adopt optimal allocation strategies and raise typical contribution rates. This suggests there is a … contributions, and optimal asset allocation strategies. …

members is a target-driven ‘threshold' strategy, whereby the equity allocation is increased if the accumulating fund is below …

In defined contribution (DC) pension schemes, the regulator usually imposes asset allocation constraints (minimum and … propose to replace all minimum and maximum asset allocation constraints by a single risk metric (or measure) that controls … intended design and outperform funds created by means of asset allocation limits …

This study attempts to conduct a comparative analysis between dynamic and static asset allocation to achieve the long …-term target return on asset liability management (ALM). This study conducts asset allocation using the ex ante expected rate of … used in financial time series data. Based on asset allocation simulations, this study derived the following insights: first …