Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186)
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scientific article; zbMATH DE number 7715857
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance |
scientific article; zbMATH DE number 7715857 |
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Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (English)
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21 July 2023
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ambiguity-averse investor
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robust optimal control
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constant elasticity of variance
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power utility
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