Essays on asset allocation strategies for defined contribution plans
Year of publication: |
2008
|
---|---|
Authors: | Basu, Anup K. |
Publisher: |
Queensland University of Technology |
Subject: | asset allocation | bootstrap resampling | defined contribution (DC) plan | downside risk | dynamic lifecycle strategy | expected tail loss (ETL) | lifecycle fund | lower partial moment (LPM) | monte carlo simulation (MCS) | stochastic dominance (SD) | tail risk | terminal wealth | value at risk (VaR) |
Type of publication: | Book / Working Paper |
---|---|
Type of publication (narrower categories): | Thesis |
Notes: | Basu, Anup K. (2008) Essays on asset allocation strategies for defined contribution plans. PhD thesis, Queensland University of Technology. |
Source: | BASE |
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