Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework
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Publication:2691231
DOI10.3934/jimo.2021228OpenAlexW4206587967MaRDI QIDQ2691231
Ya Huang, Zilan Liu, Yi Jun Wang, Jie-Ming Zhou
Publication date: 29 March 2023
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2021228
Utility theory (91B16) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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Cites Work
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