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Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans

Journal of Economic Dynamics and Control, 30(5): 843--877, 2006.
Authors: Andrew J. G. Cairns and David Blake and Kevin Dowd
URL: http://www.sciencedirect.com/science/article/B6V85-4GX0C1X-1/1/5b590f1b853f920724e3d36bcf1ea029
Tags: Stochastic control
| URL | BibTeX  
@article{Cairns2006,
title = {Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans},
author = {Andrew J. G. Cairns and David Blake and Kevin Dowd},
journal = {Journal of Economic Dynamics and Control},
month = {May},
number = {5},
pages = {843--877},
url = {http://www.sciencedirect.com/science/article/B6V85-4GX0C1X-1/1/5b590f1b853f920724e3d36bcf1ea029},
volume = {30},
year = {2006},
keywords = {Stochastic control }
}