Robust optimal strategy for target benefit pension plans with inflation risk and Cobb-Douglas utility under multivariate 4/2 stochastic covariance model - researchr publication authors

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Hao Chang, Litao Wang, Yingzi Niu. Robust optimal strategy for target benefit pension plans with inflation risk and Cobb-Douglas utility under multivariate 4/2 stochastic covariance model. J. Computational Applied Mathematics, 486:117718, 2026. [doi]

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