Long-term real dynamic investment planning

DOI10.1016/j.insmatheco.2020.03.002zbMath1445.91058OpenAlexW3012221231MaRDI QIDQ784398

Munir Hiabu, Peter Vodička, Russell Gerrard, Jens Perch Nielsen

Publication date: 3 August 2020

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.03.002

zbMATH Keywords

strategyoptimal investmenteconometricslong-term investmentforecasting returnsnonmyopic strategy

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

Related Items

On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging

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