Optimal investment strategy for DC pension schemes under partial information
Year of publication: |
2022
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Authors: | Ban, Manli ; He, Hua ; Liang, Xiaoqing |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 10.2022, 11, Art.-No. 211, p. 1-20
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Subject: | defined-contribution plan | stochastic interest rate | partial information | full information | trading strategy | Clark’s formula | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process | Unvollkommene Information | Incomplete information | Pensionskasse | Pension fund |
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