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Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model

Crossref DOI link: https://doi.org/10.1007/s13160-021-00481-z

Published Online: 2021-08-30

Published Print: 2022-01

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Guambe, Calisto https://orcid.org/0000-0003-3863-0908
Kufakunesu, Rodwell

van Zyl, Gusti

Beyers, Conrad
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Text and Data Mining valid from 2021-08-30

Version of Record valid from 2021-08-30
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Article History

Received: 9 March 2020

Revised: 26 July 2021

Accepted: 7 August 2021

First Online: 30 August 2021