Pages that link to "Item:Q2070146"
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The following pages link to Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model (Q2070146):
Displaying 3 items.
- Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
- Optimal dynamic asset allocation for DC plan accumulation/decumulation: ambition-CVaR (Q784441) (← links)
- Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching (Q6100577) (← links)