Optimal chance-constrained pension fund management through dynamic stochastic control
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Publication:2676275
DOI10.1007/s00291-022-00673-0zbMath1498.91363OpenAlexW4220982648MaRDI QIDQ2676275
Davide Lauria, Giorgio Consigli, Francesca Maggioni
Publication date: 27 September 2022
Published in: OR Spectrum (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00291-022-00673-0
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