Optimal dynamic asset allocation for DC plan accumulation/decumulation: ambition-CVaR
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Publication:784441
DOI10.1016/j.insmatheco.2020.05.005zbMath1447.91137OpenAlexW3005026076MaRDI QIDQ784441
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.2020.05.005
Related Items (5)
A Stochastic Control Approach to Defined Contribution Plan Decumulation: “The Nastiest, Hardest Problem in Finance” ⋮ Short term decumulation strategies for underspending retirees ⋮ Multi-Period Mean Expected-Shortfall Strategies: ‘Cut Your Losses and Ride Your Gains’ ⋮ TWO STAGE DECUMULATION STRATEGIES FOR DC PLAN INVESTORS ⋮ OPTIMAL CONTROL OF THE DECUMULATION OF A RETIREMENT PORTFOLIO WITH VARIABLE SPENDING AND DYNAMIC ASSET ALLOCATION
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