Dynamic asset allocation for target date funds under the benchmark approach
Year of publication: |
2021
|
---|---|
Authors: | Sun, Jin ; Zhu, Dan ; Platen, Eckhard |
Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 51.2021, 2, p. 449-474
|
Subject: | benchmark approach | dynamic asset allocation | optimal glide path | Target date funds | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Benchmarking | Theorie | Theory |
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