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Optimal Asset Allocation for D...
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Forsyth, Peter
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8
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1
Optimal asset allocation for DC pension decumulation with a variable spending rule
Forsyth, Peter
;
Vetzal, Kenneth R.
;
Westmacott, Graham
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 419-447
Persistent link: https://www.econbiz.de/10012243346
Saved in:
2
Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation
Forsyth, Peter
;
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
;
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
Saved in:
4
Robust asset allocation for long-term target-based investing
Forsyth, Peter
;
Vetzal, Kenneth R.
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011686943
Saved in:
5
Optimal asset allocation for retirement saving : deterministic vs. time consistent adaptive strategies
Forsyth, Peter
;
Vetzal, Kenneth R.
- In:
Applied mathematical finance
26
(
2019
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012210256
Saved in:
6
Multi-period mean expected-shortfall strategies : "cut your losses and ride your gains"
Forsyth, Peter
;
Vetzal, Kenneth R.
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 402-438
Persistent link: https://www.econbiz.de/10014323484
Saved in:
7
Dynamic mean variance asset allocation : tests for robustness
Forsyth, Peter
;
Vetzal, Kenneth R.
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011777889
Saved in:
8
Two stage decumulation strategies for DC plan investors
Forsyth, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012650200
Saved in:
9
Optimal dynamic asset allocation for DC plan accumulation/decumulation : Ambition-CVAR
Forsyth, Peter
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 230-245
Persistent link: https://www.econbiz.de/10012294127
Saved in:
10
A stochastic control approach to defined contribution plan decumulation : "the nastiest, hardest problem in finance"
Forsyth, Peter
- In:
North American actuarial journal : NAAJ ; leading the …
26
(
2022
)
2
,
pp. 227-251
Persistent link: https://www.econbiz.de/10013353158
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