Optimal Pension Fund Management with Foreign Investment in a Stochastic Environment

To ensure the success of a pension plan under a self-contained defined contribution (DC) retirement plan, the inclusion of foreign assets in a local pension portfolio could be beneficial for risk diversification and the efficient improvement of a fund’s investment performance during its accumulation...

Celý popis

Podrobná bibliografie

Hlavní autoři:	Mei-Ling Tang, Ting-Pin Wu, Ming-Chin Hung
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	MDPI AG 2022-07-01
Edice:	Mathematics
Témata:	defined contribution pension plan interest rate risk exchange rate risk foreign investment dynamic optimization
On-line přístup:	https://www.mdpi.com/2227-7390/10/14/2468
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!