Markowitz’s mean-variance defined contribution pension fund management under inflation : a continuous-time model
Haixiang Yao; Zhou Yang; Ping Chen
| Year of publication: |
2013
|
|---|---|
| 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
|
| Subject: | Defined contribution pension fund | Continuous-time mean-variance | Hamilton-Jacobi-Bellman equation | Inflation | Portfolio selection | Portfolio-Management | Pensionskasse | Pension fund | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010227804