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type:"article"
~accessRights:"restricted"
~person:"Forsyth, Peter A."
~subject:"Risk management"
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ASTIN bulletin : the journal of the International Actuarial Association
1
Applied mathematical finance
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
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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:
2
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:
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
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