This paper is concerned with multi-period asset–liability mean–variance portfolio selection with an uncertain exit time. By employing the mean-field formulation to this problem which involves ...

As bonds have struggled, producing losses in client accounts over the past couple of years, we have had more clients ask the question: Should bonds still have a role in the portfolio? Traditionally, ...

This simple and cheap investment strategy can save you a lot of stress Written By Written by Contributor, Buy Side Anna-Louise Jackson is a contributor to Buy Side and an expert on economics, ...

The storm over the so-called 60/40 investment portfolio misses the point, our columnist says. The key issue is diversifying your portfolio, and that is as important as ever. By Jeff Sommer Jeff Sommer ...