Age-dependent investing: optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners

DOI10.1016/j.jedc.2013.11.001zbMath1402.90200OpenAlexW3125832556MaRDI QIDQ1994303

David Blake, Yumeng Zhang, Douglas Wright

Publication date: 1 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://openaccess.city.ac.uk/id/eprint/6841/1/age%20dependent%20investing.pdf

zbMATH Keywords

dynamic programmingdefined contribution pension planinvestment strategyEpstein-Zin utilitystochastic lifestylingfunding strategyphased annuitisation

Mathematics Subject Classification ID

Related Items (19)

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