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person:"Koedijk, Kees"
subject:"Portfolio-Management"
~accessRights:"restricted"
~person:"Forsyth, Peter A."
~source:"econis"
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Portfolio-Management
Portfolio selection
4
Risikomanagement
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Risk management
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asset allocation
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Koedijk, Kees
Forsyth, Peter A.
Wang, Ruodu
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Guillén, Montserrat
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Mao, Tiantian
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Tan, Ken Seng
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Chen, An
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Fabozzi, Frank J.
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Mensi, Walid
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Zenios, Stauros Andrea
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ASTIN bulletin : the journal of the International Actuarial Association
1
Applied mathematical finance
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation
Forsyth, Peter A.
;
Vetzal, Kenneth R.
;
Westmacott, Graham
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
3
,
pp. 905-938
Persistent link: https://www.econbiz.de/10012656736
Saved in:
2
Multi-period mean expected-shortfall strategies : "cut your losses and ride your gains"
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 402-438
Persistent link: https://www.econbiz.de/10014323484
Saved in:
3
Management of portfolio depletion risk through optimal life cycle asset allocation
Forsyth, Peter A.
;
Vetzal, Kenneth R.
;
Westmacott, Graham
- In:
North American actuarial journal : NAAJ ; leading the …
23
(
2019
)
3
,
pp. 447-468
Persistent link: https://www.econbiz.de/10012180638
Saved in:
4
Selecting copulas for risk management
Kole, Erik
;
Koedijk, Kees
;
Verbeek, Marno
-
2006
Persistent link: https://www.econbiz.de/10003322651
Saved in:
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