Glide path and dynamic asset allocation of target date funds
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DOI: 10.1057/jam.2010.20
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- Audrius Kabašinskas & Francesca Maggioni & Kristina Šutienė & Eimutis Valakevičius, 2019. "A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania," Annals of Operations Research, Springer, vol. 279(1), pages 43-70, August.
- Soumitra K Mallick, 2010. "Asset-based economy and management in emerging capital markets," Journal of Asset Management, Palgrave Macmillan, vol. 11(5), pages 309-313, December.
- Carlos Alberto Soto Quintero & Alejandra Arboleda Bedoya & Juan Carlos Gutiérrez Betancur, 2012. "Trayectorias óptimas de inversión durante el ciclo de vida en un sistema de multifondos," Documentos de Trabajo de Valor Público 10713, Universidad EAFIT.
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Keywords
target date funds; glide path; term structure of risk; risk budget; dynamic asset allocation;
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