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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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)
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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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