Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model
From MaRDI portal
Publication:2015657
DOI10.1016/j.insmatheco.2013.10.002zbMath1290.91153MaRDI QIDQ2015657
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
Hamilton-Jacobi-Bellman equation; inflation; portfolio selection; defined contribution pension fund; continuous-time mean-variance
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