A Study on the Probability of Consumption Shortfall and Optimal Asset Allocation of Retirees

Dong-Hwa Lee; Daehwan Kim; Seongdong Son

doi:10.23839/kabe.2021.36.5.125

A Study on the Probability of Consumption Shortfall and Optimal Asset Allocation of Retirees

Korea Association of Business Education ◽

10.23839/kabe.2021.36.5.125 ◽

2021 ◽

Vol 36 (5) ◽

pp. 125-145

Author(s):

Dong-Hwa Lee ◽

Daehwan Kim ◽

Seongdong Son

Keyword(s):

Asset Allocation

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Rule-Based Asset Allocation Strategies in Real Estate Portfolios

10.15396/eres2003_183 ◽

2003 ◽

Keyword(s):

Real Estate ◽

Asset Allocation ◽

Rule Based ◽

Allocation Strategies

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The Case for Risk Parity as an Alternative Strategy for Asset Allocation in Real Estate Portfolios

Proceedings of the 20th Annual European Real Estate Society Conference - Vienna, Austria ◽

10.15396/eres2013_294 ◽

2013 ◽

Cited By ~ 1

Keyword(s):

Real Estate ◽

Asset Allocation ◽

Alternative Strategy ◽

Risk Parity

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Strategic asset allocation for institutional investors and real estate

Proceedings of the 20th Annual European Real Estate Society Conference - Vienna, Austria ◽

10.15396/eres2013_ind_106 ◽

2013 ◽

Keyword(s):

Real Estate ◽

Asset Allocation ◽

Institutional Investors ◽

Strategic Asset Allocation

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EFFICIENT REAL ESTATE ASSET ALLOCATION - DO SECTOR-SPECIFC REITS OUTPERFORM DIVERSIFIED REITS?

10.15396/eres2006_286 ◽

2006 ◽

Keyword(s):

Real Estate ◽

Asset Allocation

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Effects of Solvency II on Asset Allocation

Proceedings of the 21st Annual European Real Estate Society Conference ◽

10.15396/eres2014_84 ◽

2014 ◽

Cited By ~ 1

Keyword(s):

Asset Allocation ◽

Solvency Ii

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Turkish REICs or REDCs: Analysis of the effect of asset allocation on Return

10.15396/eres2012_252 ◽

2012 ◽

Keyword(s):

Asset Allocation

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Adaptive Asset Allocation

CFA Magazine ◽

10.2469/cfm.v22.n6.10 ◽

2011 ◽

Vol 22 (6) ◽

pp. 47-49

Author(s):

Susan Trammell

Keyword(s):

Asset Allocation

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The Changing Nature and Role of Tactical Asset Allocation

CFA Institute Conference Proceedings Quarterly ◽

10.2469/cp.v24.n4.4943 ◽

2007 ◽

Vol 24 (4) ◽

pp. 74-82

Author(s):

Max Darnell

Keyword(s):

Asset Allocation ◽

Tactical Asset Allocation

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Asset Allocation for Family Groups

AIMR Conference Proceedings ◽

10.2469/cp.v2001.n4.3106 ◽

2001 ◽

Vol 2001 (4) ◽

pp. 4-10 ◽

Cited By ~ 1

Author(s):

James E. Hughes

Keyword(s):

Asset Allocation ◽

Family Groups

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Reverse Mean-Variance Optimization for Real Estate Asset Allocation Parameters

AIMR Conference Proceedings ◽

10.2469/cp.v1995.n3.11 ◽

1995 ◽

Vol 1995 (3) ◽

pp. 61-64, 70 ◽

Cited By ~ 2

Author(s):

Paul D. Kaplan

Keyword(s):

Real Estate ◽

Asset Allocation ◽

Mean Variance

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