Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income (Q2676164): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:48, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income |
scientific article |
Statements
Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income (English)
0 references
27 September 2022
0 references
DC pension fund
0 references
time-consistent strategy
0 references
stochastic income
0 references
stochastic interest rate
0 references
multi-period mean-variance model
0 references
