Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (Q1657206): Difference between revisions
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English | Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility |
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Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (English)
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13 August 2018
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robust portfolio choice
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DC pension plan
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ambiguity
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derivative
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stochastic volatility
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stochastic salary
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