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Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility

Hui Zhao, Suxin Wang. Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility. European Journal of Operational Research, 301(3):1166-1180, 2022. [doi]

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