Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching

Xingchun Peng, Hao Zhou, Liuling Luo. Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching. J. Computational Applied Mathematics, 425:115058, June 2023. [doi]

Authors

Xingchun Peng

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Hao Zhou

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Liuling Luo

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