Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model (Q328079)
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scientific article; zbMATH DE number 6641268
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| English | Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model |
scientific article; zbMATH DE number 6641268 |
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Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model (English)
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20 October 2016
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constant elasticity of variance model
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defined contribution pension plan
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mean-variance criterion
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stochastic salary
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time-consistency investment strategy
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0.8571946024894714
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0.8276628255844116
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0.8269277215003967
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0.8173374533653259
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