Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (Q1657206): Difference between revisions

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Latest revision as of 07:26, 16 July 2024

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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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