Robust optimal strategies of DC pension plans with stochastic volatility and stochastic income under mean-variance criteria (Q2076400)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal strategies of DC pension plans with stochastic volatility and stochastic income under mean-variance criteria |
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Robust optimal strategies of DC pension plans with stochastic volatility and stochastic income under mean-variance criteria (English)
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16 February 2022
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Heston's stochastic volatility model
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stochastic income
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DC pension plan
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mean-variance model
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ambiguity-averse member
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