Title of article :
Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
Author/Authors :
Andrew J.G. Cairns، نويسنده , , David Blake، نويسنده , , Kevin Dowd، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Pages :
35
From page :
843
To page :
877
Keywords :
HJB equation , Utility numeraire , Stochastic lifestyling , Non-hedgeable salary risk , Habitformation , Optimal asset allocation , stochastic control
Journal title :
Journal of Economic Dynamics and Control
Serial Year :
2006
Journal title :
Journal of Economic Dynamics and Control
Record number :
238907
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=238907
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