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q-fin.PM2023★ 1 cited
Neural Network Approach to Portfolio Optimization with Leverage Constraints:a Case Study on High Inflation Investment
Chendi Ni, Yuying Li, Peter A. Forsyth
Motivated by the current global high inflation scenario, we aim to discover a dynamic multi-period allocation strategy to optimally outperform a passive benchmark while adhering to…
q-fin.PM2017
Are target date funds dinosaurs? Failure to adapt can lead to extinction
Peter A. Forsyth, Yuying Li, Kenneth R. Vetzal
Investors in Target Date Funds are automatically switched from high risk to low risk assets as their retirements approach. Such funds have become very popular, but our analysis bri…