IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH
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Publication:5745190
DOI10.1017/asb.2017.34zbMath1390.91178OpenAlexW2766083205MaRDI QIDQ5745190
Montserrat Guillen, Jens Perch Nielsen, Ana M. Pérez-Marín, Catherine Donnelly
Publication date: 5 June 2018
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2445/120166
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Related Items (4)
Forecasting benchmarks of long-term stock returns via machine learning ⋮ Communication and personal selection of pension saver's financial risk ⋮ Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation ⋮ Long-term real dynamic investment planning
Uses Software
Cites Work
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- Reaching goals by a deadline: digital options and continuous-time active portfolio management
- Continuous-time portfolio optimization under terminal wealth constraints
- Optimal portfolios under worst-case scenarios
- PORTFOLIO MANAGEMENT WITH CONSTRAINTS
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