On minimizing drawdown risks of lifetime investments
type: Item
instance of: scholarly article
title: On minimizing drawdown risks of lifetime investments
zbMATH Open document ID: 1348.91249
author: Xinfu Chen
author: David Landriault
author: Bin Li
author: Dongchen Li
published in: Insurance Mathematics \& Economics
publication date: 2015-12-14T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 6520851
zbMATH Keywords: drawdown risk
zbMATH Keywords: portfolio optimization
zbMATH Keywords: lifetime investment
zbMATH Keywords: minimum variance strategy
zbMATH Keywords: HJB equation
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2015.08.007
OpenAlex ID: W1854472501
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DOI: 10.1016/J.INSMATHECO.2015.08.007
description: scientific article; zbMATH DE number 6520851