Dynamic Asset Allocation Techniques

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Abstract
Cite
Jarvis, S., et al. “Dynamic Asset Allocation Techniques”. British Actuarial Journal, vol. 15, no. 3, 2009, pp. 573-55, https://doi.org/10.1017/s1357321700005742.
Jarvis, S., Lawrence, A., & Miao, S. (2009). Dynamic Asset Allocation Techniques. British Actuarial Journal, 15(3), 573-655. https://doi.org/10.1017/s1357321700005742
Jarvis S, Lawrence A, Miao S. Dynamic Asset Allocation Techniques. British Actuarial Journal. 2009;15(3):573-655.
Refrences
Title Journal Journal Categories Citations Publication Date
Time consistency conditions for acceptability measures, with an application to tail value at risk Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2007
Conditional Value-at-Risk: optimization algorithms and applications 2000
Thinking coherently 1997
Optimal portfolio and consumption decisions for a ‘small investor’ on a finite horizon 1987
Capital asset prices: a theory of market equilibrium under conditions of risk 1964