Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework (Q2015630): Difference between revisions
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| Property / DOI: 10.1016/J.INSMATHECO.2013.09.002 / rank | |||
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| Property / DOI: 10.1016/J.INSMATHECO.2013.09.002 / rank | |||
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Latest revision as of 19:08, 16 December 2024
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework |
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Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework (English)
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23 June 2014
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DC pension plan
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Markovian time inconsistent stochastic control
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mean-variance stochastic control
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optimal asset allocation
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return of premiums clauses
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