Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework (Q1983676): Difference between revisions

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Property / DOI: 10.3934/jimo.2020015 / rank
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Property / full work available at URL: https://doi.org/10.3934/jimo.2020015 / rank
 
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Property / OpenAlex ID: W2999322156 / rank
 
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Latest revision as of 16:17, 16 December 2024

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Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework
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    Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework (English)
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    10 September 2021
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    defined benefit pension funds
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    mean-variance
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    time-inconsistency
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    equilibrium strategy
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    stochastic interest rate
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