Title of article
Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
Author/Authors
Andrew J.G. Cairns، نويسنده , , David Blake، نويسنده , , Kevin Dowd، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
35
From page
843
To page
877
Keywords
HJB equation , Utility numeraire , Stochastic lifestyling , Non-hedgeable salary risk , Habitformation , Optimal asset allocation , stochastic control
Journal title
Journal of Economic Dynamics and Control
Serial Year
2006
Journal title
Journal of Economic Dynamics and Control
Record number
238907
Link To Document