Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation
Author:
Affiliation:
1. Cheriton School of Computer Science, University of Waterloo, Waterloo, Ontario, Canada
2. School of Accounting and Finance, University of Waterloo, Waterloo, Ontario, Canada
3. PWL Capital, Waterloo, Ontario, Canada
Funder
Natural Sciences and Engineering Research Council of Canada
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/10920277.2019.1570469
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1. The Glidepath Illusion… and Potential Solutions
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5. Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
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