Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies (Q1675952): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.cam.2017.07.018 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2747791209 / rank | |||
Normal rank |
Revision as of 19:46, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies |
scientific article |
Statements
Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies (English)
0 references
3 November 2017
0 references
optimal pension fund
0 references
inflation environment
0 references
consumption
0 references
jump risks
0 references
income risk
0 references