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Age-dependent investing: optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners - MaRDI portal

Age-dependent investing: optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners (Q1994303)

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scientific article; zbMATH DE number 6970227
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English
Age-dependent investing: optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
scientific article; zbMATH DE number 6970227

    Statements

    Age-dependent investing: optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners (English)
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    1 November 2018
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    defined contribution pension plan
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    funding strategy
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    investment strategy
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    Epstein-Zin utility
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    stochastic lifestyling
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    phased annuitisation
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    dynamic programming
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