将生命周期模型与均方差优化相结合的重要性

IF 3.4 3区经济学 Q1 BUSINESS, FINANCE

Financial Analysts Journal Pub Date : 2024-08-27 DOI:10.1080/0015198x.2024.2382672

Paul D. Kaplan, Thomas M. Idzorek

引用次数: 0

摘要

近四分之三个世纪以来，由众多诺贝尔奖得主创立的生命周期金融模型与单周期均值方差优化模型（或称 "均值-方差模型"）之间一直存在着巨大的分歧。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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The Importance of Joining Lifecycle Models with Mean-Variance Optimization

For nearly three-quarters of a century, there has been a large separation between lifecycle finance models stemming from numerous Nobel laureates and the single-period mean-variance optimization-or...

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来源期刊

Financial Analysts Journal BUSINESS, FINANCE-

CiteScore

5.40

自引率

7.10%

发文量

期刊介绍： The Financial Analysts Journal aims to be the leading practitioner journal in the investment management community by advancing the knowledge and understanding of the practice of investment management through the publication of rigorous, peer-reviewed, practitioner-relevant research from leading academics and practitioners.