"Optimal management of DC pension fund under the relative performance ratio ..."

Guohui Guan, Zongxia Liang, Yi Xia (2023)

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DOI: 10.1016/J.EJOR.2022.06.012

access: closed

type: Journal Article

metadata version: 2022-11-18

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  - https://dblp.org/rec/journals/eor/GuanLX23
Guohui Guan, Zongxia Liang, Yi Xia:
Optimal management of DC pension fund under the relative performance ratio and VaR constraint. Eur. J. Oper. Res. 305(2): 868-886 (2023)

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