QQ客服 官方微博 反馈留言

	Markowitz’s mean–variance defined contribution pension fund management under inflation: A continuous-time model.
	Yao, Haixiang; Yang, Zhou; Chen, Ping
刊名	Insurance: Mathematics and Economics
	2013
卷号	Vol.53 No.3页码:851-863
关键词	Defined contribution pension fund Continuous-time mean–variance Hamilton–Jacobi–Bellman equation Inflation Portfolio selection
ISSN号	0167-6687
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/1922832
专题	广东外语外贸大学（超星）
作者单位	1.Department of Economics, The University of Melbourne, Parkville, Victoria 3010, Australia 2.School of Mathematics Sciences, South China Normal University, Guangzhou 516031, China 3.a School of Informatics, Guangdong University of Foreign Studies, Guangzhou 510006, China
推荐引用方式 GB/T 7714	Yao, Haixiang,Yang, Zhou,Chen, Ping. Markowitz’s mean–variance defined contribution pension fund management under inflation: A continuous-time model.[J]. Insurance: Mathematics and Economics,2013,Vol.53 No.3:851-863.
APA	Yao, Haixiang,Yang, Zhou,&Chen, Ping.(2013).Markowitz’s mean–variance defined contribution pension fund management under inflation: A continuous-time model..Insurance: Mathematics and Economics,Vol.53 No.3,851-863.
MLA	Yao, Haixiang,et al."Markowitz’s mean–variance defined contribution pension fund management under inflation: A continuous-time model.".Insurance: Mathematics and Economics Vol.53 No.3(2013):851-863.

个性服务

查看访问统计

相关权益政策

暂无数据

收藏/分享

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。