Reactive investment strategies
From MaRDI portal
Publication:2276266
DOI10.1016/j.insmatheco.2011.02.004zbMath1218.91166MaRDI 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 variations; dynamic optimization; dynamic asset allocation; contrarian asset allocation; lifecycle investment; target date funds
49L20: Dynamic programming in optimal control and differential games
91G50: Corporate finance (dividends, real options, etc.)
91G10: Portfolio theory
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