Optimal investment strategy for defined contribution pension scheme under the Heston volatility model
Chidi U. Okonkwo, Bright O. Osu, Silas A. Ihedioha, Chigozie Chibuisi
| Year of publication: |
2018
|
|---|---|
| Authors: | Okonkwo, Chidi U. ; Osu, Bright O. ; Ihedioha, Silas A. ; Chibuisi, Chigozie |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 8.2018, 4, p. 613-622
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| Subject: | Defined Contributory Pension Scheme | Stochastic Volatility | CRRA | Prandtl Asymptotic Matching | Optimal Investment Strategy | HJB | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Stochastischer Prozess | Stochastic process | Anlageverhalten | Behavioural finance | Altersvorsorge | Retirement provision | Optionspreistheorie | Option pricing theory | Gesetzliche Rentenversicherung | Public pension system | Private Altersvorsorge | Private retirement provision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2018.84039 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012016220