考虑通货膨胀和多个风险资产的 DC 型养老金的最优策略:市场完备化框架(英) (Q3306331)

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scientific article; zbMATH DE number 7233687
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    考虑通货膨胀和多个风险资产的 DC 型养老金的最优策略:市场完备化框架(英)
    scientific article; zbMATH DE number 7233687

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      12 August 2020
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      DC pension plan
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      inflation risk
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      market completion
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      stochastic dynamic programming
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      HJB equation
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      考虑通货膨胀和多个风险资产的 DC 型养老金的最优策略:市场完备化框架(英) (English)
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