Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan

DOI10.1007/s11424-023-1142-zOpenAlexW4377138563MaRDI QIDQ6131029

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Publication date: 3 April 2024

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-023-1142-z

zbMATH Keywords

dynamic programmingdefined contribution pension planrisk controlportfolio selection optimizationTelser's safety-first criterion

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Portfolio theory (91G10) Actuarial mathematics (91G05)

Cites Work

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