Optimal investment for the defined-contribution pension with stochastic salary under a CEV model (Q2437134)
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scientific article; zbMATH DE number 6263796
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| English | Optimal investment for the defined-contribution pension with stochastic salary under a CEV model |
scientific article; zbMATH DE number 6263796 |
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Optimal investment for the defined-contribution pension with stochastic salary under a CEV model (English)
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28 February 2014
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defined contribution pension plan
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stochastic salary
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constant elasticity of variance model
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optimal investment
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0.8677345514297485
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0.8571946024894714
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0.8502622246742249
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0.8312786221504211
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