CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953)
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scientific article; zbMATH DE number 7128189
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING |
scientific article; zbMATH DE number 7128189 |
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CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (English)
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8 November 2019
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DC pension plan
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regime-switching
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stochastic accumulative contribution
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linear quadratic control
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efficient frontier
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