Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291)
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English | Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model |
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Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (English)
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12 May 2016
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defined contribution pension plan
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precommitment strategy
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equilibrium strategy
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mean-variance criterion
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jump-diffusion process
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