Equilibrium Investment Strategy for a DC Plan With Partial Information and Mean-Variance Criterion

Yongwu Li, Shouyang Wang, Yan Zeng, Han Qiao. Equilibrium Investment Strategy for a DC Plan With Partial Information and Mean-Variance Criterion. IEEE Systems Journal, 11(3):1492-1504, 2017. [doi]

@article{LiWZQ17,
  title = {Equilibrium Investment Strategy for a DC Plan With Partial Information and Mean-Variance Criterion},
  author = {Yongwu Li and Shouyang Wang and Yan Zeng and Han Qiao},
  year = {2017},
  doi = {10.1109/JSYST.2016.2533920},
  url = {https://doi.org/10.1109/JSYST.2016.2533920},
  researchr = {https://researchr.org/publication/LiWZQ17},
  cites = {0},
  citedby = {0},
  journal = {IEEE Systems Journal},
  volume = {11},
  number = {3},
  pages = {1492-1504},
}