Optimal portfolios for DC pension plans under a CEV model (Q1023114)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolios for DC pension plans under a CEV model |
scientific article |
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Optimal portfolios for DC pension plans under a CEV model (English)
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10 June 2009
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defined contribution pension plan
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stochastic optimal control
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CEV model
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HJB equation
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optimal portfolios
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