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Portfolio selection of the defined contribution pension fund with uncertain return and salary: A multi-period mean-variance model.

Yali LiuMeiying YangJia ZhaiManying Bai
Published in: J. Intell. Fuzzy Syst. (2018)
Keyphrases
  • portfolio selection
  • portfolio optimization
  • optimal portfolio
  • objective function
  • probabilistic model
  • decision making
  • robust optimization
  • expert systems
  • financial markets