Defined contribution pension planning with a stochastic interest rate and mean-reverting returns under the hyperbolic absolute risk aversion preference (Q5000452)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7371179
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Defined contribution pension planning with a stochastic interest rate and mean-reverting returns under the hyperbolic absolute risk aversion preference |
scientific article; zbMATH DE number 7371179 |
Statements
Defined contribution pension planning with a stochastic interest rate and mean-reverting returns under the hyperbolic absolute risk aversion preference (English)
0 references
13 July 2021
0 references
stochastic affine interest rate
0 references
mean-reverting return
0 references
Legendre transform-dual theory
0 references
optimal portfolio
0 references
