Personal optimal investment strategy for occupational pension based on CRRA utility function

zbMATH Open1174.91397MaRDI QIDQ5320140FDOQ5320140

Authors: Lei Guo, Fangzheng Chen 

Publication date: 22 July 2009

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zbMATH Keywords

utility functionoccupational pensionpersonal investment strategy

Mathematics Subject Classification ID

Utility theory (91B16)

Cited In (4)

• Title not available (Why is that?)
• Optimal investment strategy for occupational pension based on exponential utility function
• Target preference and optimal investment decision for occupational pension schemes
• Investing for retirement through a with-profits pension scheme: a client's perspective

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