Asset allocation for a DC pension plan with learning about stock return predictability
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Publication:2171070
DOI10.3934/jimo.2021138OpenAlexW3191350658MaRDI QIDQ2171070
Ling Zhang, Pei Wang, Zhong-Fei Li
Publication date: 23 September 2022
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2021138
Filtering in stochastic control theory (93E11) Management decision making, including multiple objectives (90B50) Optimal stochastic control (93E20) Portfolio theory (91G10)
Cites Work
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