Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk
type: Item
instance of: scholarly article
title: Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk
zbMATH Open document ID: 1499.91124
author: Haixiang Yao
author: Ping Chen
author: Miao Zhang
author: Xun Li
published in: Journal of Industrial and Management Optimization
publication date: 2022-02-16T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 7475204
zbMATH Keywords: stochastic inflation rate
zbMATH Keywords: multi-period mean-variance formulation
zbMATH Keywords: portfolio selection
zbMATH Keywords: defined contribution pension fund
zbMATH Keywords: efficient frontier
MaRDI profile type: Publication
full work available at URL: jimo.2020166
OpenAlex ID: W3102058144
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DOI: 10.3934/JIMO.2020166
description: scientific article; zbMATH DE number 7475204