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Time-Consistent Investment Strategies for a DC Pension Member with Stochastic Interest Rate and Stochastic Income

Authors :
Li-Hua Bian
Xing-Yi Li
Zhong-Fei Li
Source :
Journal of the Operations Research Society of China. 10:559-577
Publication Year :
2022
Publisher :
Springer Science and Business Media LLC, 2022.

Subjects

Subjects :
Management Science and Operations Research

Details

ISSN :
21946698 and 2194668X
Volume :
10
Database :
OpenAIRE
Journal :
Journal of the Operations Research Society of China
Accession number :
edsair.doi...........362f0279d46dca9680d26724f29cadad

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