Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income
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Publication:2676164
DOI10.1007/s40305-021-00386-1OpenAlexW4210955493MaRDI QIDQ2676164
Xingyi Li, Zhong-Fei Li, Li-Hua Bian
Publication date: 27 September 2022
Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40305-021-00386-1
stochastic interest ratetime-consistent strategystochastic incomeDC pension fundmulti-period mean-variance model
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