Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation (Q5241945)

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scientific article; zbMATH DE number 7125837
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English
Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation
scientific article; zbMATH DE number 7125837

    Statements

    Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation (English)
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    4 November 2019
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    portfolio depletion risk
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    optimal life cycle asset allocation
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    defined contribution pension plans
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    defined benefit pension plans
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    optimal stochastic control
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