Robust stock and bond allocation with end-of-horizon effects

DOI10.1051/RO/2017066zbMath1414.90195OpenAlexW2754745800MaRDI QIDQ5380956

Michael Dziecichowicz, Aurélie Thiele

Publication date: 7 June 2019

Published in: RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ro/2017066

zbMATH Keywords

decision-making under uncertaintytarget-date fundsstock-bond allocation mix

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Discrete location and assignment (90B80)

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