DYNAMIC ASSET ALLOCATION FOR TARGET DATE FUNDS UNDER THE BENCHMARK APPROACH

DOI10.1017/asb.2021.6zbMath1471.91515OpenAlexW3151821457MaRDI QIDQ5152545

Eckhard Platen, Dan Zhu, Jin Sun

Publication date: 24 September 2021

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2021.6

zbMATH Keywords

dynamic asset allocationbenchmark approachtarget date fundsoptimal glide path

Mathematics Subject Classification ID

Portfolio theory (91G10) Actuarial mathematics (91G05)

Related Items (1)

No arbitrage and multiplicative special semimartingales

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