Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan | Zendy

Qian Zhao | Zendy; Rongming Wang | Zendy; Jiaqin Wei | Zendy

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Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan

Author(s) -

Qian Zhao,

Rongming Wang,

Jiaqin Wei

Publication year - 2016

Publication title -

journal of industrial and management optimization

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.325

H-Index - 32

eISSN - 1553-166X

pISSN - 1547-5816

DOI - 10.3934/jimo.2016.12.1557

Subject(s) - economics , consumption (sociology) , uniqueness , pension , logarithm , bellman equation , geometric brownian motion , investment (military) , asset (computer security) , isoelastic utility , brownian motion , mathematical economics , retirement planning , econometrics , expected utility hypothesis , microeconomics , mathematics , actuarial science , computer science , finance , diffusion process , mathematical analysis , social science , statistics , economy , computer security , sociology , politics , political science , law , service (business)

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