Work

Necessary and sufficient conditions for open-loop equilibrium portfolio for a DC pension plan with piecewise linear state-dependent risk tolerance

Year: 2024

Type: article

Source: Communication in Statistics- Theory and Methods

DOI: 10.1080/03610926.2024.2409376

Authors: Hong Liang, Zhiping Chen, Peng Yang, Liyuan Wang

Institutions: Xi'an Jiaotong University, Xi'an University of Finance and Economics, China Academy of Engineering Physics

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Awards: G1636070402, 数值反应堆多物理耦合分析不确定度量化方法研究, G6157611754

OpenAlex ID: W4404042899

FWCI:

Cites: 36

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Related to: 10