Optimal asset allocation for outperforming a stochastic benchmark target (Q5039625): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q759469 |
||
| Property / author | |||
| Property / author: Q175883 / rank | |||
Revision as of 16:51, 20 February 2024
scientific article; zbMATH DE number 7595439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal asset allocation for outperforming a stochastic benchmark target |
scientific article; zbMATH DE number 7595439 |
Statements
Optimal asset allocation for outperforming a stochastic benchmark target (English)
0 references
30 September 2022
0 references
neural network optimization
0 references
optimal multi-period dynamic asset allocation strategy
0 references
stochastic benchmark target portfolio
0 references
block bootstrap resampling
0 references
defined contribution pension plan
0 references
