Reactive investment strategies
From MaRDI portal
Publication:2276266
DOI10.1016/j.insmatheco.2011.02.004zbMath1218.91166OpenAlexW2002351439MaRDI QIDQ2276266
Publication date: 1 August 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.02.004
calculus of variationsdynamic optimizationdynamic asset allocationcontrarian asset allocationlifecycle investmenttarget date funds
Dynamic programming in optimal control and differential games (49L20) Corporate finance (dividends, real options, etc.) (91G50) Portfolio theory (91G10)
Cites Work
- Optimal asset allocation for a general portfolio of life insurance policies
- Optimal portfolio selection for general provisioning and terminal wealth problems
- Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
- Portfolio analysis -- an analytic derivation of the efficient portfolio frontier
- On dynamic investment strategies
- OPTIMAL CONSTANT-REBALANCED PORTFOLIO INVESTMENT STRATEGIES FOR DYNAMIC PORTFOLIO SELECTION
- Investing for Retirement