Optimal management and inflation protection for defined contribution pension plans
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More about this item
KeywordsPension mathematics; in°ation; long-term investment; stochastic optimal control; martingale method;
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-05-26 (All new papers)
- NEP-IAS-2007-05-26 (Insurance Economics)
- NEP-MAC-2007-05-26 (Macroeconomics)
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