Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (Q1657206)
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scientific article; zbMATH DE number 6916827
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility |
scientific article; zbMATH DE number 6916827 |
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Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (English)
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13 August 2018
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robust portfolio choice
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DC pension plan
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ambiguity
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derivative
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stochastic volatility
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stochastic salary
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0.87214404
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0.8568821
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0.85551894
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0.8511224
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0.8501431
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0.84806776
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0.8479909
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