Portfolio management with targeted constant market volatility
type: Item
instance of: scholarly article
title: Portfolio management with targeted constant market volatility
zbMATH Open document ID: 1417.91446
author: Bao Doan
author: Nicolas Papageorgiou
author: Jonathan J. Reeves
author: Michael Sherris
published in: Insurance Mathematics \& Economics
publication date: 2018-11-19T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6981081
zbMATH Keywords: GARCH
zbMATH Keywords: equity volatility
zbMATH Keywords: investment management
zbMATH Keywords: volatility forecasting
zbMATH Keywords: target-date funds
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2018.09.010
OpenAlex ID: W2897308859
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Wikidata QID: Q129160851
DOI: 10.1016/J.INSMATHECO.2018.09.010
description: scientific article; zbMATH DE number 6981081