Optimal DC pension investment with square-root factor processes under stochastic income and inflation risks
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Publication:6092937
DOI10.1080/02331934.2022.2081083OpenAlexW4281558750MaRDI QIDQ6092937
Publication date: 23 November 2023
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2022.2081083
backward stochastic differential equationinflation riskstochastic incomeexpected utility maximizationsquare-root factor process
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