The Importance of Joining Lifecycle Models with Mean-Variance Optimization

Author:

Kaplan Paul D.ORCID,Idzorek Thomas M.ORCID

Publisher

Informa UK Limited

Reference53 articles.

1. The "Life Cycle" Hypothesis of Saving: Aggregate Implications and Tests;Ando Albert;American Economic Review,1963

2. Arrow, Kenneth J. 1965. “The Theory of Risk Aversion.” In Aspects of the Theory of Risk Bearing, ed. Yrjo Jahnssonin Saatio, 90–109. Chicago: Markham Publ. Co.

3. Redefining the Optimal Retirement Income Strategy

4. Thoughts on the Future: Life-Cycle Investing in Theory and Practice

5. Bodie, Zvi, Dennis McLeavey, and Laurence B. Siegel, eds. 2008. The Future of Life-Cycle Savings and Investing. 2nd ed. Charlottesville, VA: Research Foundation of CFA Institute. https://www.cfainstitute.org/-/media/documents/book/rf-publication/2008/rfv2008n1.ashx.

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