Optimal DC pension investment with square-root factor processes under stochastic income and inflation risks
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Cited in
(7)- Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model
- DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEAN-VARIANCE CRITERION
- Non-zero-sum stochastic differential games for asset-liability management with stochastic inflation and stochastic volatility
- Optimal investment of DC pension plan with incentive scheme and a combined VaR-ES constraint
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