Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk (Q2076455): Difference between revisions

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Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk
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    Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk (English)
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    16 February 2022
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    stochastic inflation rate
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    multi-period mean-variance formulation
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    portfolio selection
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    defined contribution pension fund
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    efficient frontier
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