Symmetry-based optimal portfolio for a DC pension plan under a CEV model with power utility (Q6174295)

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scientific article; zbMATH DE number 7728076
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Symmetry-based optimal portfolio for a DC pension plan under a CEV model with power utility
scientific article; zbMATH DE number 7728076

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    Symmetry-based optimal portfolio for a DC pension plan under a CEV model with power utility (English)
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    16 August 2023
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    Lie symmetry
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    portfolio
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    DC pension plan
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    CEV model
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    power utility
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