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Optimal investment strategy for defined contribution pension schemes - MaRDI portal

Optimal investment strategy for defined contribution pension schemes (Q5938020)

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scientific article; zbMATH DE number 1621410
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Optimal investment strategy for defined contribution pension schemes
scientific article; zbMATH DE number 1621410

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    Optimal investment strategy for defined contribution pension schemes (English)
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    18 July 2001
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    defined contribution pension scheme
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    stochastic investment returns
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    dynamic programming
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    annuitisation
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