Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase (Q2423292)

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Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase
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    Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase (English)
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    21 June 2019
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    defined-contribution pension scheme
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    decumulation phase
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    income drawdown option
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    quadratic loss function
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    portfolio selection optimization
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