Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk (Q2076455)
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scientific article; zbMATH DE number 7475204
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| English | Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk |
scientific article; zbMATH DE number 7475204 |
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Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk (English)
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16 February 2022
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stochastic inflation rate
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multi-period mean-variance formulation
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portfolio selection
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defined contribution pension fund
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efficient frontier
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