Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching
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Publication:2691496
DOI10.3934/jimo.2022203OpenAlexW4312514477MaRDI QIDQ2691496
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.2022203
regime switchingstochastic interest ratetime-consistent strategymulti-period mean-variance modelDC pension funds
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