Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model
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Publication:2070146
DOI10.1007/s13160-021-00481-zzbMath1482.91182OpenAlexW3197606939MaRDI QIDQ2070146
Conrad Beyers, Rodwell Kufakunesu, Calisto Guambe, A. J. van Zyl
Publication date: 21 January 2022
Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13160-021-00481-z
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