Markowitz’s mean–variance defined contribution pension fund management under inflation: A continuous-time model
Year of publication: |
2013
|
---|---|
Authors: | Yao, Haixiang ; Yang, Zhou ; Chen, Ping |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 53.2013, 3, p. 851-863
|
Publisher: |
Elsevier |
Subject: | Defined contribution pension fund | Continuous-time mean–variance | Hamilton–Jacobi–Bellman equation | Inflation | Portfolio selection |
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