Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase (Q2423292)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase |
scientific article |
Statements
Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase (English)
0 references
21 June 2019
0 references
defined-contribution pension scheme
0 references
decumulation phase
0 references
income drawdown option
0 references
quadratic loss function
0 references
portfolio selection optimization
0 references
0 references
0 references
0 references
0 references