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The 4% strategy revisited: a pre-commitment mean-variance optimal approach to wealth management

  • Published:2016-07-20 Issue:3 Volume:17 Page:335-351
  • ISSN:1469-7688
  • Container-title:Quantitative Finance
  • language:en
  • Short-container-title:Quantitative Finance

Author:

Dang Duy-Minh1,Forsyth P. A.2,Vetzal K. R.3

Affiliation:

1. School of Mathematics and Physics, The University of Queensland, Brisbane, QLD, 4072Australia.

2. Cheriton School of Computer Science, University of Waterloo, Waterloo, ON, N2L 3G1Canada.

3. School of Accounting and Finance, University of Waterloo, Waterloo, ON, N2L 3G1Canada.

Funder

Natural Sciences and Engineering Research Council of Canada

Bank of Nova Scotia

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

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2. Risk and Potential: An Asset Allocation Framework with Applications to Robo-Advising;Journal of the Operations Research Society of China;2022-06-16

3. Survey on Multi-period Mean–Variance Portfolio Selection Model;Journal of the Operations Research Society of China;2022-04-05

4. Time consistent in efficiency dynamic mean–variance policy;Journal of the Operational Research Society;2022-02-21

5. The impact of real estate allocation on investors’ ability to generate real income;Journal of Property Research;2021-08-26
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