OPTIMAL INVESTMENT FOR A DEFINED-CONTRIBUTION PENSION SCHEME UNDER A REGIME SWITCHING MODEL (Q4563743)
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scientific article; zbMATH DE number 6880305
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL INVESTMENT FOR A DEFINED-CONTRIBUTION PENSION SCHEME UNDER A REGIME SWITCHING MODEL |
scientific article; zbMATH DE number 6880305 |
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OPTIMAL INVESTMENT FOR A DEFINED-CONTRIBUTION PENSION SCHEME UNDER A REGIME SWITCHING MODEL (English)
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4 June 2018
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exponential utility maximization
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macroeconomic risks
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certainty equivalent
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backward stochastic differential equations
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