doi.org/10.1016/j.jedc.2018.01.023

Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility

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Journal of Economic Dynamics and Control2.30

Volume: 88, Pages: 70 - 103

Published: Jan 31, 2018

Paper Fields

Paper Details

Title

Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility

DOI

doi.org/10.1016/j.jedc.2018.01.023

Published Date

Jan 31, 2018

Journal

Journal of Economic Dynamics and Control

Volume

88

Pages

70 - 103

Notes

History