Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework
Lin He; Zongxia Liang
| Year of publication: |
2013
|
|---|---|
| Authors: | He, Lin ; Liang, Zongxia |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 643-649
|
| Subject: | DC pension plan | Markovian time inconsistent stochastic control | Mean-Variance stochastic control | Optimal asset allocation | Return of premiums clauses | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Pensionskasse | Pension fund | Kapitalanlage | Financial investment |
| 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/10010227913