On minimizing drawdown risks of lifetime investments (Q896742)
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scientific article; zbMATH DE number 6520851
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On minimizing drawdown risks of lifetime investments |
scientific article; zbMATH DE number 6520851 |
Statements
On minimizing drawdown risks of lifetime investments (English)
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14 December 2015
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drawdown risk
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portfolio optimization
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lifetime investment
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minimum variance strategy
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HJB equation
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