Optimal Investment Strategy for a Robust DC Pension Plan under the Heston Model#br#

Optimal Investment Strategy for a Robust DC Pension Plan under the Heston Model#br#

GUO Yunrui, LIANG Xiaoqing

PDF(480 KB)

PDF(480 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2023, Vol. 39 ›› Issue (4) : 531-546. DOI: 10.3969/j.issn.1001-4268.2023.04.005

article

Optimal Investment Strategy for a Robust DC Pension Plan under the Heston Model#br#

{{article.zuoZhe_EN}}

Author information +

History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

Cite this article

Download Citations

{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2023, 39(4): 531-546 https://doi.org/10.3969/j.issn.1001-4268.2023.04.005

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}

{{article.copyrightLicense_en}}

PDF(480 KB)

Accesses

Citation

Detail

Sections

Recommended

/

〈

〉