"Optimal chance-constrained pension fund management through dynamic ..."

Davide Lauria, Giorgio Consigli, Francesca Maggioni (2022)

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DOI: 10.1007/S00291-022-00673-0

access: closed

type: Journal Article

metadata version: 2023-06-26

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Davide Lauria, Giorgio Consigli, Francesca Maggioni:
Optimal chance-constrained pension fund management through dynamic stochastic control. OR Spectr. 44(3): 967-1007 (2022)

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