The Optimal Asset Allocation Strategy for a DC Pension Fund in the Market with Mispricing—The CEV Volatility Model

SUN Jingyun, MA Xiaowen, ZHANG Ling

Journal of Systems Science and Mathematical Sciences ›› 2025, Vol. 45 ›› Issue (11) : 3543-3560.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2025, Vol. 45 ›› Issue (11) : 3543-3560. DOI: 10.12341/jssms240413

The Optimal Asset Allocation Strategy for a DC Pension Fund in the Market with Mispricing—The CEV Volatility Model

  • SUN Jingyun1,2, MA Xiaowen1, ZHANG Ling3
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2025, 45(11): 3543-3560 https://doi.org/10.12341/jssms240413

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