Wealth goals investing

MaRDI QIDQ3372280zbMATH OpenFDO

Authors Leonard C. MacLean, Yonggan Zhao, William T. Ziemba

Publication date 20 February 2006

zbMATH Keywords

asset allocationrisk control

Mathematics Subject Classification ID

Recommendations

• Time to wealth goals in capital accumulation
• Risk sensitive asset allocation
• Capital growth with security
• Dynamic asset allocation under VaR constraint with stochastic interest rates
• Robust asset allocation for long-term target-based investing

Cited in

(2)

• Financial planning with fractional goals
• Time to wealth goals in capital accumulation

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