Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (Q956531)
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scientific article; zbMATH DE number 5373165
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| default for all languages | No label defined |
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| English | Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans |
scientific article; zbMATH DE number 5373165 |
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Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (English)
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25 November 2008
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stochastic control
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optimal asset allocation
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stochastic lifestyling
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utility numeraire
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habit formation
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non-hedgeable salary risk
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HJB equation
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0.8464606404304504
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0.8395984172821045
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0.8332247138023376
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0.8328250646591187
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