Markowitz’s mean-variance defined contribution pension fund management under inflation : a continuous-time model
Year of publication: |
2013
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Authors: | Yao, Haixiang ; Yang, Zhou ; Chen, Ping |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 851-863
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Subject: | Defined contribution pension fund | Continuous-time mean-variance | Hamilton-Jacobi-Bellman equation | Inflation | Portfolio selection | Theorie | Theory | Portfolio-Management | Pensionskasse | Pension fund |
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