Defined contribution pension planning with a stochastic interest rate and mean-reverting returns under the hyperbolic absolute risk aversion preference
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Publication:5000452
DOI10.1093/IMAMAN/DPZ009OpenAlexW2959310520WikidataQ127832541 ScholiaQ127832541MaRDI QIDQ5000452
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Publication date: 13 July 2021
Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imaman/dpz009
Operations research, mathematical programming (90-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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