Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (Q2015657): Difference between revisions

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Revision as of 05:33, 5 March 2024

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Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model
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    Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (English)
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    23 June 2014
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    defined contribution pension fund
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    continuous-time mean-variance
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    Hamilton-Jacobi-Bellman equation
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    inflation
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    portfolio selection
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