Mean-variance dynamic optimality for DC pension schemes (Q2209790)
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scientific article; zbMATH DE number 7270249
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| English | Mean-variance dynamic optimality for DC pension schemes |
scientific article; zbMATH DE number 7270249 |
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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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0.804186999797821
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0.7954738736152649
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0.7909414768218994
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0.7821215391159058
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0.7751235365867615
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