Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model (Q2322431)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model |
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Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model (English)
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4 September 2019
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DC pension fund
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stochastic optimal control
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Heston-Hull-White model
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optimal portfolio
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CRRA utility function
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