Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (Q2015657)

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scientific article; zbMATH DE number 6306930
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    Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model
    scientific article; zbMATH DE number 6306930

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      Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (English)
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      23 June 2014
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      defined contribution pension fund
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      continuous-time mean-variance
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      Hamilton-Jacobi-Bellman equation
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      inflation
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      portfolio selection
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