Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance

From MaRDI portal
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)




Related Items (1)



Cites Work


This page was built for publication: Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance