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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| English | 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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0.9137133359909058
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0.8903490900993347
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0.8777682781219482
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0.8619268536567688
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