Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income (Q2676164)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income |
scientific article |
Statements
Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income (English)
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27 September 2022
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DC pension fund
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time-consistent strategy
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stochastic income
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stochastic interest rate
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multi-period mean-variance model
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