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Victoria Steblovskaya

Bentley University

175 Forest Street

Waltham, MA 02145

United States

SCHOLARLY PAPERS

1

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82

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0

Scholarly Papers (1)

1.

Improving Retirement Coverage Durability with Target Volatility Strategy for Changing Interest Rate Environment

Number of pages: 41 Posted: 12 Sep 2024
Zefeng Bai, Victoria Steblovskaya and Kai Wallbaum
The University of Tampa, Bentley University and Allianz Global Investors - RiskLab
Downloads 82 (803,225)

Abstract:

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pension decumulation stage, portfolio durability, target volatility strategy, changing interest rate environment, the Hybrid Heston-Vasicek model