Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (Q956531): Difference between revisions

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Latest revision as of 21:08, 28 June 2024

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Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
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    Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (English)
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    25 November 2008
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    stochastic control
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    optimal asset allocation
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    stochastic lifestyling
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    utility numeraire
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    habit formation
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    non-hedgeable salary risk
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    HJB equation
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