Optimal investment for a pension fund under inflation risk.
Aihua ZhangChristian-Oliver EwaldPublished in: Math. Methods Oper. Res. (2010)
Keyphrases
- investment strategies
- decision making
- risk aversion
- optimal portfolio
- dynamic programming
- risk neutral
- portfolio selection
- investment decisions
- conditional expectation
- evolutionary algorithm
- closed form
- stock market
- optimal control
- asset allocation
- neural network
- risk analysis
- decision makers
- worst case
- case study
- feature selection