Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model
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Publication:1792827
DOI10.1155/2016/2391849zbMath1400.91563OpenAlexW2343314034WikidataQ59131131 ScholiaQ59131131MaRDI QIDQ1792827
Jingyun Sun, Yongwu Li, Zhong-Fei Li
Publication date: 12 October 2018
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2016/2391849
Related Items (3)
Relative performance concern on DC pension plan under Heston model with inflation risk ⋮ Determining equivalent administrative charges for defined contribution pension plans under CEV model ⋮ Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses
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