The role of inflation-indexed bond in optimal management of defined contribution pension plan during the decumulation phase
Year of publication: |
June 2018
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Authors: | Zhang, Xiaoyi ; Guo, Junyi |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 6.2018, 2, p. 1-16
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Subject: | inflation-indexed bond | DC pension plan | stochastic optimal control | dynamic programming approach | HJB equation | Pensionskasse | Pension fund | Dynamische Optimierung | Dynamic programming | Indexbindung | Indexation | Betriebliche Altersversorgung | Occupational pension plan | Kontrolltheorie | Control theory | Portfolio-Management | Portfolio selection | Altersvorsorge | Retirement provision | Indexanleihe | Index-linked bond | Stochastischer Prozess | Stochastic process |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks6020024 [DOI] hdl:10419/195816 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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