A stochastic Nash equilibrium portfolio game between two DC pension funds (Q2520451): Difference between revisions

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Revision as of 07:25, 5 March 2024

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A stochastic Nash equilibrium portfolio game between two DC pension funds
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    A stochastic Nash equilibrium portfolio game between two DC pension funds (English)
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    13 December 2016
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    defined contribution pension plan
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    stochastic portfolio game
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    Nash equilibrium
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    inflation risk
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    dynamic programming method
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