On the Stochastic Optimal Control Model of the Investments of Defined Contribution (DC) Pension Funds
One of the major problems faced in the management of pension funds and plan is how to allocate and control the future flow of contribution likewise the proportion of portfolio value and investments in risky assets. In this work, optimal investment for a stochastic model of a Defined contribution (D...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Joint Coordination Centre of the World Bank assisted National Agricultural Research Programme (NARP)
2020-04-01
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Series: | Journal of Applied Sciences and Environmental Management |
Subjects: | |
Online Access: | https://www.ajol.info/index.php/jasem/article/view/194848 |