A stochastic Nash equilibrium portfolio game between two DC pension funds (Q2520451)

From MaRDI portal
Revision as of 15:12, 5 August 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
A stochastic Nash equilibrium portfolio game between two DC pension funds
scientific article

    Statements

    A stochastic Nash equilibrium portfolio game between two DC pension funds (English)
    0 references
    0 references
    0 references
    13 December 2016
    0 references
    defined contribution pension plan
    0 references
    stochastic portfolio game
    0 references
    Nash equilibrium
    0 references
    inflation risk
    0 references
    dynamic programming method
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references