Optimal dynamic asset allocation for DC plan accumulation/decumulation: ambition-CVaR (Q784441)
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scientific article; zbMATH DE number 7226840
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| English | Optimal dynamic asset allocation for DC plan accumulation/decumulation: ambition-CVaR |
scientific article; zbMATH DE number 7226840 |
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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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0.8838659
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0.8705628
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0.8696829
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0.86170447
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0.8601003
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0.8544527
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0.85318357
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0.8507731
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