IEEE - Institute of Electrical and Electronics Engineers, Inc. - Equilibrium Investment Strategy for a DC Plan With Partial Information and Mean–Variance Criterion

Author(s): Yongwu Li ; Shouyang Wang ; Yan Zeng ; Han Qiao
Sponsor(s): IEEE Systems Council
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Volume: PP
Page(s): 1 - 13
ISSN (CD): 2373-7816
ISSN (Paper): 1932-8184
ISSN (Online): 1937-9234
DOI: 10.1109/JSYST.2016.2533920
Regular:

This paper studies a mean-variance portfolio selection problem with partial information for a defined-contribution (DC) pension scheme. We assume that the DC pension plan member can only... View More

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