Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556): Difference between revisions

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Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework
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    Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (English)
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    19 September 2017
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    mean-variance approach
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    defined contribution pension scheme
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    stochastic optimal control
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    martingale method
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    efficient frontier
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    ruin probability
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