Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk (Q2076455)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk
scientific article

    Statements

    Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    16 February 2022
    0 references
    0 references
    stochastic inflation rate
    0 references
    multi-period mean-variance formulation
    0 references
    portfolio selection
    0 references
    defined contribution pension fund
    0 references
    efficient frontier
    0 references
    0 references
    0 references