Symmetry-based optimal portfolio for a DC pension plan under a CEV model with power utility
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Publication:6174295
DOI10.1007/s11071-021-06203-xzbMath1517.91209OpenAlexW3125859620MaRDI QIDQ6174295
Xue-Lin Yong, Jianwei Gao, Xiaoqian Sun
Publication date: 16 August 2023
Published in: Nonlinear Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11071-021-06203-x
Portfolio theory (91G10) Hamilton-Jacobi equations in optimal control and differential games (49L12)
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