Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk
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Cites work
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Cited in
(5)- Asset allocation for a DC pension plan with learning about stock return predictability
- Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework
- Optimal portfolio selection with life insurance under subjective survival belief and habit formation
- Optimal assets allocation and benefit adjustment strategy with longevity risk for target benefit pension plans
- Time-consistent strategies between two competitive DC pension plans with the return of premiums clauses and salary risk
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