Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies (Q1675952): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.cam.2017.07.018 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2747791209 / rank
 
Normal rank

Latest revision as of 19:46, 19 March 2024

scientific article
Language Label Description Also known as
English
Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies
scientific article

    Statements

    Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies (English)
    0 references
    0 references
    3 November 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    optimal pension fund
    0 references
    inflation environment
    0 references
    consumption
    0 references
    jump risks
    0 references
    income risk
    0 references
    0 references
    0 references
    0 references
    0 references