On minimizing drawdown risks of lifetime investments (Q896742)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6520851
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On minimizing drawdown risks of lifetime investments |
scientific article; zbMATH DE number 6520851 |
Statements
On minimizing drawdown risks of lifetime investments (English)
0 references
14 December 2015
0 references
drawdown risk
0 references
portfolio optimization
0 references
lifetime investment
0 references
minimum variance strategy
0 references
HJB equation
0 references
0 references
0 references
0 references
0 references
0.8429244160652161
0 references
0.8393263816833496
0 references
0.8144562244415283
0 references
0.8013543486595154
0 references
