Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework
type: Item
instance of: scholarly article
title: Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework
zbMATH Open document ID: 1476.91165
author: Qian Zhao
author: Yang Shen
author: Jiaqin Wei
published in: Journal of Industrial and Management Optimization
publication date: 2021-09-10T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 7394135
zbMATH Keywords: defined benefit pension funds
zbMATH Keywords: mean-variance
zbMATH Keywords: time-inconsistency
zbMATH Keywords: equilibrium strategy
zbMATH Keywords: stochastic interest rate
MaRDI profile type: Publication
full work available at URL: jimo.2020015
OpenAlex ID: W2999322156
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DOI: 10.3934/JIMO.2020015
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description: scientific article; zbMATH DE number 7394135