The optimal asset allocation strategy for a DC pension fund in the market with mispricing—the CEV volatility model

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

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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 DOI: 10.12341/jssms240413

The optimal asset allocation strategy for a DC pension fund in the market with mispricing—the CEV volatility model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2025 https://doi.org/10.12341/jssms240413

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