Optimal asset allocation for outperforming a stochastic benchmark target (Q5039625)
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scientific article; zbMATH DE number 7595439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal asset allocation for outperforming a stochastic benchmark target |
scientific article; zbMATH DE number 7595439 |
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Optimal asset allocation for outperforming a stochastic benchmark target (English)
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30 September 2022
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neural network optimization
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optimal multi-period dynamic asset allocation strategy
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stochastic benchmark target portfolio
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block bootstrap resampling
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defined contribution pension plan
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