Optimal investment of DC pension plan under VaR constraint with minimum guarantee

CAI Jingjing, DONG Yinghui, Lü Wenxin, WU Sang

Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (5) : 1252-1262.

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Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (5) : 1252-1262. DOI: 10.12011/SETP2019-1522

Optimal investment of DC pension plan under VaR constraint with minimum guarantee

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2021, 41(5): 1252-1262 https://doi.org/10.12011/SETP2019-1522

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