Mathematical Perspectives on the Federal Thrift Savings Plan (TSP)

Abstract

Questions for consideration: Why might I be more risk tolerant than I currently believe? What are the L (Lifecycle) funds? How are they constructed? Why might they be of interest (or not) to me? What if stock and index fund returns are not normally distributed, as is commonly assumed? How does the choice of reward and risk measures effect optimal TSP portfolios?

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Document Details

Document Type
Technical Report
Publication Date
Jun 10, 2008
Accession Number
ADA489887

Entities

People

  • Scott T. Nestler

Organizations

  • United States Military Academy

Tags

Communities of Interest

  • Energy and Power Technologies
  • Human Systems

DTIC Thesaurus Topics

  • Abstracts
  • Brownian Motion
  • Data Science
  • Factor Analysis
  • Far East
  • Governments
  • Information Operations
  • Information Science
  • Investments
  • Military Operations
  • Normal Distribution
  • Operations Research
  • Order Statistics
  • Standards
  • Statistics
  • United States Military Academy

Readers

  • Economics
  • Military Mobilization and Reserve Forces Studies.
  • Regression Analysis.