Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal management of DC pension fund under the relative performance ratio and VaR constraint |
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Optimal management of DC pension fund under the relative performance ratio and VaR constraint (English)
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17 November 2022
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risk management
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performance ratio
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value-at-risk constraint
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martingale method
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DC pension plan
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