Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk (Q5002419)
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scientific article; zbMATH DE number 7375383
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk |
scientific article; zbMATH DE number 7375383 |
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Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk (English)
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27 July 2021
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\( \alpha \)-maxmin mean-variance criterion
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robust DC pension investment problem
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time-consistent equilibrium strategy
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return of premiums clauses
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