A simple and nearly optimal investment strategy to minimize the probability of lifetime ruin
by Xiaoqing Liang and Virginia R. Young
| Year of publication: |
2022
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| Authors: | Liang, Xiaoqing ; Young, Virginia R. |
| Subject: | comparison results | optimal investment | Probability of lifetime ruin | stochastic control | Theorie | Theory | Portfolio-Management | Portfolio selection | Altersvorsorge | Retirement provision | Kapitalanlage | Financial investment | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2022.3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013270079