Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility

Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility
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DOI:
10.1016/j.ejor.2021.11.033
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发表时间:
2022
期刊:
European Journal of Operational Research
影响因子:
--
通讯作者:
Wang Suxin
Wang Suxin
中科院分区:
--
文献类型:
--
作者:
Zhao Hui;Wang Suxin

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