Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility (Q2027122): Difference between revisions
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Revision as of 13:45, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility |
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Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility (English)
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25 May 2021
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Lie symmetry
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portfolio
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defined-contribution (DC) pension plan
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constant elasticity of variance (CEV) model
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exponential utility
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