Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model (Q328079)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model |
scientific article |
Statements
Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model (English)
0 references
20 October 2016
0 references
constant elasticity of variance model
0 references
defined contribution pension plan
0 references
mean-variance criterion
0 references
stochastic salary
0 references
time-consistency investment strategy
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
