Symmetry-based optimal portfolio for a DC pension plan under a CEV model with power utility

DOI10.1007/s11071-021-06203-xzbMath1517.91209OpenAlexW3125859620MaRDI QIDQ6174295

Xue-Lin Yong, Jianwei Gao, Xiaoqian Sun

Publication date: 16 August 2023

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11071-021-06203-x

zbMATH Keywords

portfolioLie symmetryCEV modelpower utilityDC pension plan

Mathematics Subject Classification ID

Portfolio theory (91G10) Hamilton-Jacobi equations in optimal control and differential games (49L12)

Related Items

The Lie symmetry approach on (1+2)-dimensional financial models

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