Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance
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Publication:6133186
DOI10.3934/jimo.2023008zbMath1524.91092MaRDI QIDQ6133186
Jingyun Sun, Zhong-Fei Li, Haixiang Yao
Publication date: 21 July 2023
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
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Cites Work
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