Optimal asset allocation for retirement saving : deterministic vs. time consistent adaptive strategies
Peter A. Forsyth & Kenneth R. Vetzal
| Year of publication: |
2019
|
|---|---|
| Authors: | Forsyth, Peter ; Vetzal, Kenneth R. |
| Subject: | time-consistent mean-variance | quadratic shortfall | dynamic asset allocation | Portfolio-Management | Portfolio selection | Theorie | Theory | Altersvorsorge | Retirement provision | Sparen | Savings | Zeitkonsistenz | Time consistency | Kapitalanlage | Financial investment | Private Altersvorsorge | Private retirement provision |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2019.1584534 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012210256