Optimal dynamic asset allocation for DC plan accumulation/decumulation: ambition-CVaR (Q784441)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dynamic asset allocation for DC plan accumulation/decumulation: ambition-CVaR |
scientific article |
Statements
Optimal dynamic asset allocation for DC plan accumulation/decumulation: ambition-CVaR (English)
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3 August 2020
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optimal control
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ambition-CVaR
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asset allocation
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DC plan
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resampled backtests
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