A stochastic Nash equilibrium portfolio game between two DC pension funds (Q2520451): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic Nash equilibrium portfolio game between two DC pension funds |
scientific article |
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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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