Optimal chance-constrained pension fund management through dynamic stochastic control
Crossref DOI link: https://doi.org/10.1007/s00291-022-00673-0
Published Online: 2022-03-24
Published Print: 2022-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lauria, Davide
Consigli, Giorgio
Maggioni, Francesca https://orcid.org/0000-0003-3968-1934
Text and Data Mining valid from 2022-03-24
Version of Record valid from 2022-03-24
Article History
Received: 21 September 2020
Accepted: 25 February 2022
First Online: 24 March 2022
Change Date: 21 July 2022
Change Type: Update
Change Details: Missing Open Access funding information has been added in the Funding Note