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A. J. G. Cairns, D. Blake and K. Dowd, “Stochastic Lifestyling: Optimal Dynamic Asset Allocation for Defined Contribution Pension Plans,” Journal of Economic Dynamics & Control, Vol. 30, No. 6, 2006, pp. 843-877.
http://dx.doi.org/10.1016/j.jedc.2005.03.009

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