DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEAN-VARIANCE CRITERION (Q5051165)
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scientific article; zbMATH DE number 7621874
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEAN-VARIANCE CRITERION |
scientific article; zbMATH DE number 7621874 |
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DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEAN-VARIANCE CRITERION (English)
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22 November 2022
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DC pension plan
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deterministic investment
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inflation risk
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Malliavin calculus
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random parameter processes
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