Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (Q5151534): Difference between revisions
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Latest revision as of 15:40, 19 March 2024
scientific article; zbMATH DE number 7313464
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity |
scientific article; zbMATH DE number 7313464 |
Statements
Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (English)
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19 February 2021
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robust portfolio choice
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DC pension plan
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inflation risk
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mean-reverting process
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model ambiguity
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