Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework |
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Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (English)
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19 September 2017
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mean-variance approach
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defined contribution pension scheme
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stochastic optimal control
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martingale method
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efficient frontier
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ruin probability
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