200 University Avenue West
Waterloo, Ontario N2L 3G1 N2L 3G1
Canada
University of Waterloo
SSRN RANKINGS
in Total Papers Citations
Retirement savings, target date funds, optimal asset allocation
Corporate bond yield spreads, cash flow volatility, equity return volatility, credit ratings, regime-switching
mean-variance, dynamic asset allocation, jump diffusion, resampled backtests, deterministic strategy, adaptive strategy
withdrawal risk, life cycle asset allocation, optimal control, decumulation
defined contribution plan, probability of shortfall, quadratic shortfall, dynamic asset allocation, resampled backtests
DC pension plans, decumulation, optimal control, HJB equation, annually recalculated virtual annuity
tontines, decumulation, expected shortfall, optimal stochastic control