Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model
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Publication:2015657
DOI10.1016/J.INSMATHECO.2013.10.002zbMATH Open1290.91153OpenAlexW2090999679MaRDI QIDQ2015657FDOQ2015657
Authors: Haixiang Yao, Zhou Yang, Ping Chen 
Publication date: 23 June 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.10.002
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Hamilton-Jacobi-Bellman equationportfolio selectioninflationdefined contribution pension fundcontinuous-time mean-variance
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