Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching (Q2691496)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching |
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Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching (English)
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29 March 2023
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DC pension funds
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time-consistent strategy
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stochastic interest rate
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regime switching
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multi-period mean-variance model
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