Optimal investment management for a defined contribution pension fund under imperfect information (Q1742723): Difference between revisions

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Property / DOI: 10.1016/j.insmatheco.2018.01.007 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2018.01.007 / rank
 
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Property / OpenAlex ID: W2791749994 / rank
 
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Latest revision as of 07:28, 11 December 2024

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Optimal investment management for a defined contribution pension fund under imperfect information
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    Optimal investment management for a defined contribution pension fund under imperfect information (English)
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    12 April 2018
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    imperfect information
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    hidden Markov model
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    stochastic salary
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    defined contribution pension fund
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    sufficient statistics
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