Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility

Pei Wang, Zhongfei Li

Year of publication:	May 2018
Authors:	Wang, Pei ; Li, Zhongfei
Published in:	Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 80.2018, p. 67-83
Subject:	Robust investment strategy \| DC pension plan \| Stochastic interest rate \| Stochastic volatility \| AAM \| Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Volatilität \| Volatility \| Zins \| Interest rate \| Portfolio-Management \| Portfolio selection \| Pensionskasse \| Pension fund \| Anlageverhalten \| Behavioural finance \| Altersvorsorge \| Retirement provision

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