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~isPartOf:"Economic modelling"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~person:"Li, Danping"
~subject:"Pensionskasse"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Li, Danping
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Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
Zeng, Yan
;
Li, Danping
;
Chen, Zheng
;
Yang, Zhou
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 70-103
Persistent link: https://www.econbiz.de/10011973926
Saved in:
2
Alpha-robust mean-variance reinsurance-investment strategy
Li, Bin
;
Li, Danping
;
Xiong, Dewen
- In:
Journal of economic dynamics & control
70
(
2016
),
pp. 101-123
Persistent link: https://www.econbiz.de/10011708658
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