Optimal Investment of DC Pension Plan Under Loss Aversion and LEL Constraint

DONG Yinghui, WEI Siyuan, LV Wenxin, YIN Zihan

Acta Mathematicae Applicatae Sinica ›› 2023, Vol. 46 ›› Issue (2) : 291-312.

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Acta Mathematicae Applicatae Sinica ›› 2023, Vol. 46 ›› Issue (2) : 291-312.

Optimal Investment of DC Pension Plan Under Loss Aversion and LEL Constraint

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2023, 46(2): 291-312

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