Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate
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Publication:5154061
DOI10.1080/03610926.2017.1367815OpenAlexW2745548924MaRDI QIDQ5154061
Ling Zhang, Jingyun Sun, Yong-Jun Li
Publication date: 1 October 2021
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1367815
stochastic interest ratedefined contribution pension planrobust optimal controlambiguity-averse member
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