Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan
DOI10.1007/S11424-023-1142-ZOpenAlexW4377138563MaRDI QIDQ6131029FDOQ6131029
Authors:
Publication date: 3 April 2024
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-023-1142-z
dynamic programmingdefined contribution pension planrisk controlportfolio selection optimizationTelser's safety-first criterion
Actuarial mathematics (91G05) Portfolio theory (91G10) Dynamic programming in optimal control and differential games (49L20)
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