Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate (Q5154061)
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scientific article; zbMATH DE number 7405680
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| English | Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate |
scientific article; zbMATH DE number 7405680 |
Statements
Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate (English)
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1 October 2021
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ambiguity-averse member
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defined contribution pension plan
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robust optimal control
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stochastic interest rate
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0.8737300038337708
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0.8619887232780457
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0.8052554130554199
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