Improving retirement coverage durability with target volatility strategy for changing interest rate environment
Zefeng Bai, Victoria Steblovskaya, Kai Wallbaum
| Year of publication: |
2023
|
|---|---|
| Authors: | Bai, Zefeng ; Steblovskaya, Victoria ; Wallbaum, Kai |
| Published in: |
Asia-Pacific journal of financial studies. - Hoboken, NJ [u.a.] : Wiley-Blackwell, ISSN 2041-6156, ZDB-ID 2548470-9. - Vol. 52.2023, 6, p. 949-978
|
| Subject: | Changing interest rate environment | Pension decumulation stage | Portfolio durability | Target volatility strategy | The Hybrid Heston-Vasicek model | Zins | Interest rate | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Altersgrenze | Retirement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ajfs.12455 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014450771