OPTIMAL TIME-CONSISTENT PORTFOLIO AND CONTRIBUTION SELECTION FOR DEFINED BENEFIT PENSION SCHEMES UNDER MEAN–VARIANCE CRITERION

Publisher: Cambridge University Press

E-ISSN: 1446-8735|56|1|66-90

ISSN: 1446-1811

Source: ANZIAM Journal, Vol.56, Iss.1, 2014-10, pp. : 66-90

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract