Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework
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Publication:1983676
DOI10.3934/JIMO.2020015zbMath1476.91165OpenAlexW2999322156MaRDI QIDQ1983676
Jiaqin Wei, Qian Zhao, Yang Shen
Publication date: 10 September 2021
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2020015
stochastic interest ratemean-varianceequilibrium strategytime-inconsistencydefined benefit pension funds
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