Mean-variance dynamic optimality for DC pension schemes (Q2209790)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance dynamic optimality for DC pension schemes |
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Mean-variance dynamic optimality for DC pension schemes (English)
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4 November 2020
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time inconsistency
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dynamic programming
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martingale approach
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precommitment approach
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mean-variance portfolio selection
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