Impulse control of pension fund contributions, in a regime switching economy
Year of publication: |
2014
|
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Authors: | Hainaut, Donatien |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 239.2014, 3 (16.12.), p. 810-819
|
Subject: | Pension fund | Impulse control | Regime switching | Transaction costs | Liquidity risk | Pensionskasse | Transaktionskosten | Portfolio-Management | Portfolio selection | Kontrolltheorie | Control theory |
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