Open AccessMean-Variance Portfolio Selection Problem with Stochastic Salary for a Defined Contribution Pension Scheme: A Stochastic Linear-Quadratic-Exponential Framework
Author(s) -
Charles I. Nkeki
Publication year - 2013
Publication title -
statistics optimization and information computing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.297
H-Index - 12
eISSN - 2311-004X
pISSN - 2310-5070
DOI - 10.19139/20
Subject(s) - efficient frontier , economics , portfolio , hedge , cash flow , econometrics , bond , pension , portfolio optimization , inflation (cosmology) , exponential utility , actuarial science , quadratic equation , financial economics , mathematics , finance , ecology , physics , geometry , theoretical physics , biology
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