Multi-period optimal investment choice post-retirement with inter-temporal restrictions in a defined contribution pension plan
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Publication:2244246
DOI10.3934/jimo.2019084zbMath1476.91160OpenAlexW2963124957MaRDI QIDQ2244246
Publication date: 12 November 2021
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2019084
dynamic programmingdefined contribution pension planinter-temporal restrictionsoptimal investment choicepost retirement
Applications of mathematical programming (90C90) Financial applications of other theories (91G80) Portfolio theory (91G10)
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Cites Work
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