Time-Consistent Investment Strategy for DC Pension Plan with Stochastic Salary Under CEV Model

LI Danping,RONG Ximin,ZHAO Hui

系统科学与复杂性(英文) ›› 2016, Vol. 29 ›› Issue (2) : 428-454.

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系统科学与复杂性(英文) ›› 2016, Vol. 29 ›› Issue (2) : 428-454. DOI: 10.1007/s11424-016-3171-3

Time-Consistent Investment Strategy for DC Pension Plan with Stochastic Salary Under CEV Model

    LI Danping1 , RONG Ximin2 , ZHAO Hui3
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Time-Consistent Investment Strategy for DC Pension Plan with Stochastic Salary Under CEV Model

    LI Danping1 , RONG Ximin2 , ZHAO Hui3
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2016, 29(2): 428-454 https://doi.org/10.1007/s11424-016-3171-3
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2016, 29(2): 428-454 https://doi.org/10.1007/s11424-016-3171-3
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