CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING
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Publication:5242953
DOI10.1142/S0219024919500298zbMath1426.91208WikidataQ127493329 ScholiaQ127493329MaRDI QIDQ5242953
Ping Chen, Zhiping Chen, Li-Yuan Wang, Haixiang Yao
Publication date: 8 November 2019
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
efficient frontierregime-switchinglinear quadratic controlDC pension planstochastic accumulative contribution
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