Optimal strategy with multiple risky assets for DC pension plans under inflation: a market completion framework (Q3306331)
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scientific article; zbMATH DE number 7233687
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| English | Optimal strategy with multiple risky assets for DC pension plans under inflation: a market completion framework |
scientific article; zbMATH DE number 7233687 |
Statements
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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0.8795849680900574
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0.8779550194740295
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0.8777682781219482
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0.8506512641906738
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0.8435054421424866
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