Portfolio optimization and intergenerational risk sharing for a collective defined contribution pension plan
From MaRDI portal
Publication:6157439
DOI10.1093/IMAMAN/DPAB038OpenAlexW4213338450MaRDI QIDQ6157439
No author found.
Publication date: 11 May 2023
Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imaman/dpab038
stochastic dynamic programmingstochastic interest rateportfolio managementintergenerational risk sharingcollective defined contribution pension plan
Operations research, mathematical programming (90-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
This page was built for publication: Portfolio optimization and intergenerational risk sharing for a collective defined contribution pension plan
