Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model (Q2070146)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model |
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Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model (English)
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21 January 2022
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DC pension plan
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mean-variance
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stochastic income
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regime-switching
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extended HJB
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mortality risks
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