Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies (Q1675952): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1016/J.CAM.2017.07.018 / rank | |||
Property / DOI | |||
Property / DOI: 10.1016/J.CAM.2017.07.018 / rank | |||
Normal rank |
Latest revision as of 02:41, 11 December 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
0 references
0 references
0 references
0 references