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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
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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
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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
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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
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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
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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
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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
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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
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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
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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