Optimal portfolios for DC pension plans under a CEV model (Q1023114)
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scientific article; zbMATH DE number 5563947
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolios for DC pension plans under a CEV model |
scientific article; zbMATH DE number 5563947 |
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Optimal portfolios for DC pension plans under a CEV model (English)
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10 June 2009
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defined contribution pension plan
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stochastic optimal control
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CEV model
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HJB equation
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optimal portfolios
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0.90434813
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0.9007743
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0.90066254
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0.8995909
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0.89254075
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0.8923516
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0.8920383
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