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Optimal investment for the defined-contribution pension with stochastic salary under a CEV model - MaRDI portal

Optimal investment for the defined-contribution pension with stochastic salary under a CEV model (Q2437134)

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Optimal investment for the defined-contribution pension with stochastic salary under a CEV model
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    Optimal investment for the defined-contribution pension with stochastic salary under a CEV model (English)
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    28 February 2014
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    defined contribution pension plan
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    stochastic salary
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    constant elasticity of variance model
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    optimal investment
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