Optimal investment management for a defined contribution pension fund under imperfect information

Ling Zhang, Hao Zhang, Haixiang Yao

Year of publication:	March 2018
Authors:	Zhang, Ling ; Zhang, Hao ; Yao, Haixiang
Published in:	Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 79.2018, p. 210-224
Subject:	Imperfect information \| Hidden Markov model \| Stochastic salary \| Defined contribution pension fund \| Sufficient statistics \| Pensionskasse \| Pension fund \| Unvollkommene Information \| Incomplete information \| Theorie \| Theory \| Portfolio-Management \| Portfolio selection \| Markov-Kette \| Markov chain \| Stochastischer Prozess \| Stochastic process

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