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"Optimal investment and benefit adjustment problem for a target benefit ..."
Hui Zhao, Suxin Wang (2022)
- Hui Zhao, Suxin Wang:
Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility. Eur. J. Oper. Res. 301(3): 1166-1180 (2022)
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