On optimal investment strategy of pension funds with a minimum guarantee under Knightian uncertainty (Q2924708)
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scientific article; zbMATH DE number 6365085
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimal investment strategy of pension funds with a minimum guarantee under Knightian uncertainty |
scientific article; zbMATH DE number 6365085 |
Statements
3 November 2014
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stochastic control
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Knightian uncertainty
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\(\alpha\)-maxmin expected utility
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optimal investment strategy
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On optimal investment strategy of pension funds with a minimum guarantee under Knightian uncertainty (English)
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