Optimal Portfolio Strategies with Stochastic Wage Income : The Case of A defined Contribution Pension Plan
Year of publication: |
2002-02-01
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Authors: | BATTOCCHIO, Paolo |
Institutions: | Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain |
Subject: | defined-contribution pension plan | salary risk | stochastic optimal control | Hamilton-Jacobi-Bellman equation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series UNIVERSITE CATHOLIQUE DE LOUVAIN, Institut de Recherches Economiques et Sociales (IRES) Number 2002005 1 pages long |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice ; G23 - Pension Funds; Other Private Financial Institutions |
Source: |
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Battocchio, Paolo, (2002)
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Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation
BATTOCCHIO, Paolo, (2002)
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Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation
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