A stochastic Nash equilibrium portfolio game between two DC pension funds (Q2520451)
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scientific article; zbMATH DE number 6662964
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| English | A stochastic Nash equilibrium portfolio game between two DC pension funds |
scientific article; zbMATH DE number 6662964 |
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A stochastic Nash equilibrium portfolio game between two DC pension funds (English)
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13 December 2016
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defined contribution pension plan
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stochastic portfolio game
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Nash equilibrium
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inflation risk
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dynamic programming method
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0.8342995643615723
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0.8028900027275085
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0.7907763719558716
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0.7547709941864014
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