Optimal asset allocation for outperforming a stochastic benchmark target (Q5039625): Difference between revisions

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Latest revision as of 06:22, 30 July 2024

scientific article; zbMATH DE number 7595439
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English
Optimal asset allocation for outperforming a stochastic benchmark target
scientific article; zbMATH DE number 7595439

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    Optimal asset allocation for outperforming a stochastic benchmark target (English)
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    30 September 2022
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    neural network optimization
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    optimal multi-period dynamic asset allocation strategy
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    stochastic benchmark target portfolio
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    block bootstrap resampling
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    defined contribution pension plan
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