Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291)

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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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