Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework
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Publication:1727241
DOI10.1155/2018/7581231zbMath1422.91670OpenAlexW2896243619WikidataQ129086231 ScholiaQ129086231MaRDI QIDQ1727241
Publication date: 20 February 2019
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2018/7581231
Related Items (6)
Survey on multi-period mean-variance portfolio selection model ⋮ Dual-source procurement strategies of emergency materials considering risk attitudes ⋮ Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion ⋮ PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION ⋮ Applying least squares support vector machines to mean-variance portfolio analysis ⋮ On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies
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