Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility
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Publication:2027122
DOI10.1007/s11464-020-0870-9zbMath1480.91246OpenAlexW3104823853WikidataQ115602152 ScholiaQ115602152MaRDI QIDQ2027122
Jianwei Gao, Xiaoqian Sun, Xue-Lin Yong
Publication date: 25 May 2021
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11464-020-0870-9
portfolioLie symmetryexponential utilityconstant elasticity of variance (CEV) modeldefined-contribution (DC) pension plan
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