On minimizing drawdown risks of lifetime investments (Q896742)
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scientific article; zbMATH DE number 6520851
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| default for all languages | No label defined |
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| English | On minimizing drawdown risks of lifetime investments |
scientific article; zbMATH DE number 6520851 |
Statements
On minimizing drawdown risks of lifetime investments (English)
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14 December 2015
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drawdown risk
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portfolio optimization
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lifetime investment
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minimum variance strategy
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HJB equation
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0.8429244160652161
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0.8393263816833496
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0.8144562244415283
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0.8013543486595154
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