Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638)
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scientific article; zbMATH DE number 6958591
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| English | Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance |
scientific article; zbMATH DE number 6958591 |
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Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (English)
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19 October 2018
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pension funding
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dynamic programming
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CEV process
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risk management
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optimal portfolio
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0.8244768977165222
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0.8223893046379089
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0.8146136403083801
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0.8081579804420471
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