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

By Pei Wang, Zhongfei Li. 2018

60 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/2dd8178476d1ddaded8d04ccbaa4e999acba4c0d