Zimu Zhu

UCSB

University of Santa Barbara

Old Gym 1201

Santa Barbara, CA California 93106

United States

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Scholarly Papers (1)

1.

A Portfolio Choice Problem Under Risk Capacity Constraint

Number of pages: 50 Posted: 22 Jun 2020 Last Revised: 02 Dec 2021
Weidong Tian and Zimu Zhu
University of North Carolina (UNC) at Charlotte - The Belk College of Business Administration and UCSB
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Abstract:

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Risk Capacity, Retirement Portfolio, Longevity Risk, Leverage Constraint