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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| English | 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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